# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-25-010217
**Filing Date:** 2025-9
**Character Count:** 3832936
**Document Hash:** 0762cd332562bfe5ad31d8561ef254be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010217.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-010217

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 251338716

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Core International Aggregate Bond ETF (Series ID: S000051261)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000161648 | iShares Core International Aggregate Bond ETF | IAGG            |

## Nport-Ex

Schedule of Investments (unaudited)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Australia — 0.4%** | **Australia — 0.4%** | **Australia — 0.4%** |
| AGI Finance Pty Ltd., 2.12%, 06/24/27 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; $123974 |
| Amcor U.K. Finance PLC, 1.13%, 06/23/27 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222427 |
| APA Infrastructure Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317987 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 192039 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | &nbsp;&nbsp; 1531088 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 558509 |
| ASB Bank Ltd., 2.97%, 03/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115258 |
| Aurizon Finance Pty Ltd., 3.00%, 03/09/28 | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 61884 |
| Aurizon Network Pty Ltd., 6.10%, 09/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 133605 |
| Ausgrid Finance Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.51%, 02/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114093 |
| &nbsp;&nbsp;&nbsp; 5.41%, 03/28/31 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 262719 |
| AusNet Services Holdings Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 302856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/11/81, (5-year EUR Swap + <br> 1.938%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224691 |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/31/29 | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 178273 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/31/33 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 272167 |
| Australia & New Zealand Banking Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/29/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224071 |
| &nbsp;&nbsp;&nbsp; 2.48%, 06/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 625797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 07/31/35, (5-year EURIBOR ICE <br> Swap + 1.320%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 574830 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/18/29 | &nbsp;&nbsp;&nbsp; AUD1,003 | &nbsp;&nbsp; 663654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/03/33, (5-year EUR Swap + <br> 2.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.91%, 08/12/32, (3-month BB Swap + <br> 2.700%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 329856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 07/25/39, (3-mo. EURIBOR + <br> 1.097%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 669451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.74%, 02/10/38, (3-month BB Swap + <br> 2.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD550 | &nbsp;&nbsp; 383378 |
| Australia Pacific Airports Melbourne Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 11/25/31 | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 179847 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234038 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 241142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/16/55, (5-year EURIBOR ICE <br> Swap + 1.948%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 130606 |
| Bank of New Zealand, 3.71%, 12/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1182683 |
| Bank of Queensland Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 06/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113661 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 466320 |
| BHP Billiton Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 12, 4.30%, 09/25/42 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 217989 |
| &nbsp;&nbsp;&nbsp; Series 13, 3.13%, Series 13, 04/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113544 |
| &nbsp;&nbsp;&nbsp; Series 17, 1.50%, 04/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR345 | &nbsp;&nbsp; 369649 |
| Brambles Finance PLC, 1.50%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 391733 |
| &nbsp;&nbsp;&nbsp; Brisbane Airport Corp. Pty Ltd., 4.50%, <br> 12/30/30<br>| &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 189110 |
| &nbsp;&nbsp;&nbsp; Charter Hall LWR Pty Ltd., 2.09%, <br> 03/03/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 60302 |
| CIMIC Finance Ltd., 1.50%, 05/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 743748 |
| &nbsp;&nbsp;&nbsp; Coles Group Treasury Pty Ltd., 5.80%, <br> 07/15/31<br>| &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 269267 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 514625 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112344 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 646492 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $441617 |
| &nbsp;&nbsp;&nbsp; 2.86%, 02/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1590017 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 130061 |
| &nbsp;&nbsp;&nbsp; 3.77%, 08/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 705270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 06/04/34, (5-year EURIBOR ICE <br> Swap + 1.350%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353902 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 655981 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/17/28 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 131635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/14/32, (3-month BB Swap + <br> 1.900%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD600 | &nbsp;&nbsp; 388475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/27/39, (3-month BB Swap + <br> 1.650%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 134173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 03/15/38, (3-month BB Swap + <br> 2.450%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD600 | &nbsp;&nbsp; 417449 |
| Computershare U.S. Inc., 1.13%, 10/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 496209 |
| Glencore Capital Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 602807 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115301 |
| Lendlease Finance Ltd., 3.70%, 03/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 56679 |
| &nbsp;&nbsp;&nbsp; Lonsdale Finance Pty Ltd., 2.45%, <br> 11/20/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 125759 |
| Macquarie Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 800830 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 924508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/01/34, (3-month BB Swap + <br> 1.950%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 265431 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 555881 |
| &nbsp;&nbsp;&nbsp; 0.95%, 05/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 303760 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 338920 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 627274 |
| &nbsp;&nbsp;&nbsp; 0.30%, 10/31/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF150 | &nbsp;&nbsp; 184671 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226718 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR236 | &nbsp;&nbsp; 246125 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 385372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 09/15/31, (5-year UK Government <br> Bond + 1.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 253864 |
| &nbsp;&nbsp;&nbsp; 2.35%, 08/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338090 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340314 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/25/27 | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 316710 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231383 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347950 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/12/28 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 129805 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/22/29 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 131600 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/16/28 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 133603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 02/09/34, (3-month BB Swap + <br> 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 265598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 07/30/40, (3-mo. CME Term SOFR <br> + 1.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD800 | &nbsp;&nbsp; 516989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.32%, 08/03/32, (3-month BB Swap + <br> 2.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 199385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 06/06/39, (3-month BB Swap + <br> 2.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD499 | &nbsp;&nbsp; 339601 |
| NBN Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 520863 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 1040512 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD600 | &nbsp;&nbsp; 396941 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/06/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 328561 |
| &nbsp;&nbsp;&nbsp; Network Finance Co. Pty. Ltd., 6.06%, <br> 06/19/30<br>| &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 135199 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| Norfina Ltd., 4.60%, 05/21/30 | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; $64929 |
| &nbsp;&nbsp;&nbsp; NSW Electricity Networks Finance Pty Ltd., <br> 2.54%, 09/23/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD150 | &nbsp;&nbsp; 86073 |
| Optus Finance Pty Ltd., 1.00%, 06/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 740226 |
| Origin Energy Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR230 | &nbsp;&nbsp; 240868 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 129433 |
| &nbsp;&nbsp;&nbsp; Pacific National Finance Pty. Ltd., 3.80%, <br> 09/08/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD150 | &nbsp;&nbsp; 84947 |
| &nbsp;&nbsp;&nbsp; Port of Newcastle Investments Financing Pty <br> Ltd., 6.10%, 07/18/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 65639 |
| Qantas Airways Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD250 | &nbsp;&nbsp; 148699 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 130206 |
| &nbsp;&nbsp;&nbsp; QBE Insurance Group Ltd., 5.80%, 05/21/36, <br> (3-mo. EURIBOR + 1.100%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 130680 |
| Scentre Group Trust 1, 5.90%, 03/31/55<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 261405 |
| &nbsp;&nbsp;&nbsp; Scentre Group Trust 1/Scentre Group Trust 2, <br> 1.45%, 03/28/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217048 |
| Stockland Trust, 6.10%, 09/12/34 | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 202566 |
| Sydney Airport Finance Co. Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 466787 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/30/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 351823 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 721713 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 133136 |
| Telstra Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 490429 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228370 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/06/34 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 268494 |
| Toyota Finance Australia Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.44%, 01/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 543255 |
| &nbsp;&nbsp;&nbsp; 3.39%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 467209 |
| &nbsp;&nbsp;&nbsp; Transurban Finance Co. Pty Ltd., 6.61%, <br> 04/17/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 138653 |
| Transurban Finance Co. Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228532 |
| &nbsp;&nbsp;&nbsp; 3.71%, 03/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 468294 |
| &nbsp;&nbsp;&nbsp; 3.97%, 03/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233524 |
| &nbsp;&nbsp;&nbsp; 4.14%, 04/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236695 |
| &nbsp;&nbsp;&nbsp; 4.23%, 04/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 120125 |
| Vicinity Centres Trust, 6.19%, 04/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 135997 |
| Wesfarmers Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 10/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 94078 |
| &nbsp;&nbsp;&nbsp; 1.94%, 06/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 120508 |
| &nbsp;&nbsp;&nbsp; 3.28%, 06/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227253 |
| &nbsp;&nbsp;&nbsp; WestConnex Finance Co. Pty Ltd., 3.15%, <br> 03/31/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD150 | &nbsp;&nbsp; 87122 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 246882 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR520 | &nbsp;&nbsp; 577099 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 308462 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/25/27 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 125864 |
| &nbsp;&nbsp;&nbsp; 2.59%, 05/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1134932 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/11/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 257051 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/14/29 | &nbsp;&nbsp;&nbsp; AUD600 | &nbsp;&nbsp; 398271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 06/04/40, (1-year EURIBOR ICE <br> Swap + 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 650321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.93%, 06/23/38, (3-month BB Swap + <br> 2.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 211497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 11/15/38, (3-month BB Swap + <br> 2.400%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD600 | &nbsp;&nbsp; 429901 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; Westpac Securities NZ Ltd./London, 2.70%, <br> 07/02/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $341493 |
| Woolworths Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 176785 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232341 |
| &nbsp;&nbsp;&nbsp; 5.76%, 04/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 670457 |
|  |  | &nbsp;&nbsp; 45696502 |
| **Austria — 0.3%** | **Austria — 0.3%** | **Austria — 0.3%** |
| &nbsp;&nbsp;&nbsp; BAWAG PSK Bank fuer Arbeit und Wirtschaft <br> und Oesterreichische Postsparkasse AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 99147 |
| &nbsp;&nbsp;&nbsp; 0.10%, 05/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 194750 |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 183832 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 547552 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328228 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 640483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/03/29, (3-mo. EURIBOR + <br> 0.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 807409 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1393279 |
| Erste Group Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 205400 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 495051 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 166067 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225875 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446325 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1207711 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 452154 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 889704 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339486 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1497408 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114165 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/26/31, (3-mo. EURIBOR + <br> 1.315%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/14/33, (3-mo. EURIBOR + <br> 1.230%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114744 |
| &nbsp;&nbsp;&nbsp; HYPO NOE Landesbank fuer <br> Niederoesterreich und Wien AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/18/27 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 546826 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/11/29 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330028 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/05/30 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346364 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342230 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1164295 |
| Hypo Vorarlberg Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203791 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337186 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 565186 |
| Mondi Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340965 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232125 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345926 |
| OeBB-Infrastruktur AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/24/33 | &nbsp;&nbsp;&nbsp; EUR475 | &nbsp;&nbsp; 543684 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 824496 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1168296 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 661576 |
| OMV AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR456 | &nbsp;&nbsp; 510665 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR583 | &nbsp;&nbsp; 660521 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Austria (continued)** | **Austria (continued)** | **Austria (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, (5-year EUR Swap + <br> 3.082%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $111228 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 930416 |
| Raiffeisen Bank International AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 544069 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334756 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224471 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/18/32, (3-mo. EURIBOR + <br> 1.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/31/30, (3-mo. EURIBOR + <br> 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 239060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/02/35, (3-mo. EURIBOR + <br> 1.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 239717 |
| &nbsp;&nbsp;&nbsp; Raiffeisen Landesbank Vorarlberg mit <br> Revisionsverband eGen, 0.38%, 11/13/34<br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 176706 |
| &nbsp;&nbsp;&nbsp; Raiffeisenlandesbank <br> Niederoesterreich-Wien AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/28/26 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112206 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 437231 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 581461 |
| &nbsp;&nbsp;&nbsp; Raiffeisenlandesbank Oberoesterreich AG, <br> 0.50%, 01/22/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 176676 |
| &nbsp;&nbsp;&nbsp; Raiffeisen-Landesbank Steiermark AG, <br> 1.38%, 05/11/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 100227 |
| Slovenska Sporitelna AS, 2.75%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 573762 |
| &nbsp;&nbsp;&nbsp; Supernova Invest GmbH, Series ., 5.00%, <br> Series ., 06/24/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114821 |
| &nbsp;&nbsp;&nbsp; Telekom Finanzmanagement GmbH, 1.50%, <br> 12/07/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338508 |
| UniCredit Bank Austria AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 304138 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 213099 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444814 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228657 |
| Verbund AG, 3.25%, 05/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 351802 |
| &nbsp;&nbsp;&nbsp; Vienna Insurance Group AG Wiener <br> Versicherung Gruppe<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/26/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 178273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/42, (3-mo. EURIBOR + <br> 3.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119988 |
| Volksbank Wien AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/19/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 204313 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/23/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338868 |
|  |  | &nbsp;&nbsp; 28243544 |
| **Belgium — 0.3%** | **Belgium — 0.3%** | **Belgium — 0.3%** |
| Ageas SA/NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/24/51, (3-mo. EURIBOR + <br> 3.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 205022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/02/56, (3-mo. EURIBOR + <br> 0.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115270 |
| Aliaxis Holdings SA, 0.88%, 11/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 212363 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Finance Inc., <br> Series MPLE, 4.32%, 05/15/47<br>| &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 66838 |
| Anheuser-Busch InBev SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 01/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 954893 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR568 | &nbsp;&nbsp; 616189 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 623164 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 170256 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,370 | &nbsp;&nbsp; 1457171 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 145913 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Belgium (continued)** | **Belgium (continued)** | **Belgium (continued)** |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; $389301 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | &nbsp;&nbsp; 429708 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | &nbsp;&nbsp; 415869 |
| Anheuser-Busch InBev SA/NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 101191 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | &nbsp;&nbsp; 2360794 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/19/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114610 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110898 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/19/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113288 |
| Argenta Spaarbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 426821 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 669481 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343785 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1596138 |
| Barry Callebaut Services NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229856 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345369 |
| Belfius Bank SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 668710 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223066 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328361 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343380 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1034802 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 819977 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/12/29 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 960056 |
| BNP Paribas Fortis SA, 0.63%, 10/04/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113834 |
| bpost SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 10/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346941 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342950 |
| Crelan Home Loan SCF, 2.50%, 07/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 565772 |
| Crelan SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/23/32, (1-year EURIBOR ICE <br> Swap + 2.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 250168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/28/30, (1-year EURIBOR ICE <br> Swap + 2.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 251170 |
| Elia Group SA/NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329946 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116507 |
| Elia Transmission Belgium SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 312364 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229661 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/16/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458799 |
| Ethias SA, 4.75%, 05/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117464 |
| Euroclear Bank SA, 3.63%, 10/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 583148 |
| Euroclear Holding NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/16/51, (3-mo. EURIBOR + <br> 2.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 100491 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 430348 |
| Eurogrid GmbH, 4.06%, 05/28/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347606 |
| FLUVIUS System Operator CV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338306 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 933306 |
| FLUVIUS System Operator CVBA |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 451835 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 685127 |
| Groupe Bruxelles Lambert NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 194817 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231729 |
| ING Belgium SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 506769 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 449235 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Belgium (continued)** | **Belgium (continued)** | **Belgium (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $461457 |
| KBC Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/03/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226721 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346980 |
| KBC Group NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/14/29, (3-mo. EURIBOR + <br> 0.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 969599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 12/07/31, (5-year EUR Swap + <br> 0.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/21/28, (5-year EURIBOR ICE <br> Swap + 3.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 557364 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 417347 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 590177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/28/29, (3-mo. EURIBOR + <br> 1.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 239073 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 489945 |
| &nbsp;&nbsp;&nbsp; Lonza Finance International NV, 3.88%, <br> 04/24/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR851 | &nbsp;&nbsp; 985299 |
| &nbsp;&nbsp;&nbsp; Ministeries Van de Vlaamse Gemeenschap, <br> 0.38%, 10/13/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111544 |
| Proximus SADP |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115898 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/08/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227114 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 833991 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238232 |
| &nbsp;&nbsp;&nbsp; Resa SA/Belgium, Series ., 3.50%, Series ., <br> 05/22/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230329 |
| &nbsp;&nbsp;&nbsp; Shurgard Luxembourg Sarl, 4.00%, <br> 05/27/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114100 |
| Silfin NV, 5.13%, 07/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 242447 |
| Solvay SA, 3.88%, 04/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350497 |
| Syensqo SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228768 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228471 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229707 |
| VGP NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 210535 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 424625 |
|  |  | &nbsp;&nbsp; 34795919 |
| **Bermuda — 0.0%** | **Bermuda — 0.0%** | **Bermuda — 0.0%** |
| Athora Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 609165 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 248314 |
|  |  | &nbsp;&nbsp; 857479 |
| **Canada — 1.2%** | **Canada — 1.2%** | **Canada — 1.2%** |
| 407 International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.43%, 05/04/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143182 |
| &nbsp;&nbsp;&nbsp; 2.84%, 03/07/50 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 207475 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/08/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 371477 |
| &nbsp;&nbsp;&nbsp; 3.67%, 03/08/49 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 121359 |
| &nbsp;&nbsp;&nbsp; 3.83%, 05/11/46 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 125947 |
| &nbsp;&nbsp;&nbsp; 3.98%, 09/11/52 | &nbsp;&nbsp;&nbsp; CAD25 | &nbsp;&nbsp; 15808 |
| &nbsp;&nbsp;&nbsp; 4.54%, 10/09/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138335 |
| &nbsp;&nbsp;&nbsp; 4.86%, 07/31/53 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 218321 |
| &nbsp;&nbsp;&nbsp; 4.89%, 04/04/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146033 |
| Aeroports de Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 04/21/50 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 81429 |
| &nbsp;&nbsp;&nbsp; 3.44%, 04/26/51 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 87502 |
| &nbsp;&nbsp;&nbsp; Series I, 5.47%, 04/16/40 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 116655 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; Aimco Realty Investors LP, Series 4, 2.71%, <br> 06/01/29<br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; $140291 |
| AIMCo Realty Investors LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 02/15/30 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 225609 |
| &nbsp;&nbsp;&nbsp; 4.97%, 05/23/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151611 |
| Alberta Powerline LP, 4.07%, 12/01/53 | &nbsp;&nbsp;&nbsp; CAD196 | &nbsp;&nbsp; 124239 |
| Alectra Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/11/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 132079 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/30/34 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 109455 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/13/34 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 112192 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/14/52 | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 38517 |
| &nbsp;&nbsp;&nbsp; Series A, 2.49%, 05/17/27 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 107100 |
| Alimentation Couche-Tard Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.01%, 02/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229620 |
| &nbsp;&nbsp;&nbsp; 5.59%, 09/25/30 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 310861 |
| &nbsp;&nbsp;&nbsp; Allied Properties Real Estate Investment <br> Trust, 4.81%, 02/24/29<br>| &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 728955 |
| AltaGas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 03/16/27 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 248195 |
| &nbsp;&nbsp;&nbsp; 3.98%, 10/04/27 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 109538 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/14/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150603 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/14/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151840 |
| AltaLink LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.72%, 12/03/46 | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 30995 |
| &nbsp;&nbsp;&nbsp; 3.99%, 06/30/42 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 131150 |
| &nbsp;&nbsp;&nbsp; 4.09%, 06/30/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 65811 |
| &nbsp;&nbsp;&nbsp; 4.69%, 11/28/32 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 113260 |
| &nbsp;&nbsp;&nbsp; 4.92%, 09/17/43 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146690 |
| &nbsp;&nbsp;&nbsp; 5.46%, 10/11/55 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 160012 |
| &nbsp;&nbsp;&nbsp; Series 20-1, 1.51%, Series 20-1, 09/11/30 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 395791 |
| ARC Resources Ltd., 3.58%, 06/17/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144420 |
| Atco Ltd/Canada, 3.88%, 05/27/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72547 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 413553 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1107318 |
| &nbsp;&nbsp;&nbsp; 1.55%, 05/28/26 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 107134 |
| &nbsp;&nbsp;&nbsp; 1.76%, 03/10/26 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 215156 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/09/26 | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 35964 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344980 |
| &nbsp;&nbsp;&nbsp; 3.19%, 03/01/28 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 360466 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/27 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 363276 |
| &nbsp;&nbsp;&nbsp; 4.08%, 03/05/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1441358 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/17/29 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 446262 |
| &nbsp;&nbsp;&nbsp; 4.54%, 12/18/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149176 |
| &nbsp;&nbsp;&nbsp; 4.71%, 12/07/27 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 446135 |
| &nbsp;&nbsp;&nbsp; 4.98%, 07/03/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149669 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/29/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 752888 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 738290 |
| &nbsp;&nbsp;&nbsp; 6.53%, 10/27/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 153665 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 663857 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1080937 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 564425 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 528249 |
| &nbsp;&nbsp;&nbsp; 1.40%, 11/01/27 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 558740 |
| &nbsp;&nbsp;&nbsp; 1.85%, 11/02/26 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 569217 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 386614 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/08/27 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 215684 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/02/28 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 288063 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 815736 |
| &nbsp;&nbsp;&nbsp; 3.73%, 06/27/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 287816 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; $728766 |
| &nbsp;&nbsp;&nbsp; 3.93%, 05/03/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 291122 |
| &nbsp;&nbsp;&nbsp; 4.44%, 11/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD950 | &nbsp;&nbsp; 691716 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 224374 |
| &nbsp;&nbsp;&nbsp; 5.68%, 08/02/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 532824 |
| BCI QuadReal Realty |  |  |
| &nbsp;&nbsp;&nbsp; 1.07%, 02/04/26 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71553 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/24/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 133263 |
| bcIMC Realty Corp., 3.00%, 03/31/27 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72047 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/16/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140542 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/14/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 136882 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/10/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140542 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/31 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 68701 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/02/26 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 108394 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/29/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145058 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/21/28 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 181929 |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/18/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 128524 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/27/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 259583 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/09/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148648 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/24/34 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 451867 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/09/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142552 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/29 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 759805 |
| &nbsp;&nbsp;&nbsp; 5.60%, 08/11/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151795 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/10/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 157731 |
| &nbsp;&nbsp;&nbsp; British Columbia Ferry Services Inc., Series <br> 19-1, 2.79%, 10/15/49<br>| &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 51547 |
| &nbsp;&nbsp;&nbsp; British Columbia Investment <br> Management Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 724294 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 387629 |
| Brookfield Corp., 4.82%, 01/28/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144942 |
| Brookfield Finance II Inc., 5.43%, 12/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 384813 |
| Brookfield Infrastructure Finance ULC |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 10/09/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142703 |
| &nbsp;&nbsp;&nbsp; 4.19%, 09/11/28 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73528 |
| &nbsp;&nbsp;&nbsp; 5.44%, 04/25/34 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 306500 |
| &nbsp;&nbsp;&nbsp; 5.98%, 02/14/33 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 237372 |
| Brookfield Renewable Partners ULC |  |  |
| &nbsp;&nbsp;&nbsp; 3.33%, 08/13/50 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 106842 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147438 |
| &nbsp;&nbsp;&nbsp; 5.32%, 01/10/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146623 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/09/32 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 792371 |
| &nbsp;&nbsp;&nbsp; Series 18, 4.96%, Series 18, 10/20/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148709 |
| Bruce Power LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 06/23/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145008 |
| &nbsp;&nbsp;&nbsp; 4.01%, 06/21/29 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73261 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/21/33 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71705 |
| &nbsp;&nbsp;&nbsp; 4.27%, 12/21/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142387 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/21/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148789 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/21/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149791 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/21/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 69532 |
| Calgary Airport Authority (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/07/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 117332 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, Series A, 10/07/36 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 321098 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 518892 |
| &nbsp;&nbsp;&nbsp; 0.04%, 07/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 218389 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/07/27 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 249738 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1017931 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/16/31, (3-month BB Swap + <br> 1.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR425 | &nbsp;&nbsp; $485290 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 725009 |
| &nbsp;&nbsp;&nbsp; 3.81%, 07/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 589450 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/07/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 219235 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/12/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 298492 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/29/27 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 297314 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/07/27 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 747401 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/16/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151068 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/20/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 375414 |
| &nbsp;&nbsp;&nbsp; Series ., 3.90%, Series ., 06/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 579999 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/08/50 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 107785 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/31/28 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 361209 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/10/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71879 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/08/49 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 358545 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/10/35 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71594 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/02/29 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 300595 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/10/53 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 283442 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/02/54 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75278 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/17/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141399 |
| &nbsp;&nbsp;&nbsp; 3.42%, 12/01/26 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72320 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/31 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 215929 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/28/28 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 284271 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/50 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 53778 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71704 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/13/32 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72303 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/13/36 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72289 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/13/55 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71185 |
| &nbsp;&nbsp;&nbsp; 6.45%, 11/17/39 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 84571 |
| Canadian Tire Corp. Ltd., 5.37%, 09/16/30 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 230114 |
| Canadian Utilities Ltd., 4.41%, 06/24/35 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145508 |
| Canadian Western Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.57%, 07/11/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149592 |
| &nbsp;&nbsp;&nbsp; 5.94%, 12/22/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 152162 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/29/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 154143 |
| Capital Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 02/08/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73546 |
| &nbsp;&nbsp;&nbsp; 5.97%, 01/25/34 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 312551 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/07/28 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 215992 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/10/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144705 |
| Central 1 Credit Union, 1.32%, 01/29/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143192 |
| CGI Inc., 3.99%, 09/07/27 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73183 |
| &nbsp;&nbsp;&nbsp; Chartwell Retirement Residences, Series E, <br> 3.65%, Series E, 05/06/28<br>| &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 216150 |
| &nbsp;&nbsp;&nbsp; Choice Properties Real Estate <br> Investment Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.53%, 06/11/29 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 287464 |
| &nbsp;&nbsp;&nbsp; 4.29%, 01/16/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73482 |
| &nbsp;&nbsp;&nbsp; 5.03%, 02/28/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150839 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/28/34 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 77894 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/24/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 158073 |
| Coastal Gaslink Pipeline LP |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 4.91%, Series C, 06/30/31 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 76123 |
| &nbsp;&nbsp;&nbsp; Series E, 5.40%, Series E, 09/30/36 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 778685 |
| &nbsp;&nbsp;&nbsp; Series H, 5.61%, Series H, 06/30/44 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 781327 |
| &nbsp;&nbsp;&nbsp; Series J, 5.86%, Series J, 03/30/49 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 404128 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; Cogeco Communications Inc., 4.74%, <br> 02/06/35<br>| &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; $285909 |
| CPPIB Capital Inc., 1.50%, 03/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 766685 |
| &nbsp;&nbsp;&nbsp; Crombie Real Estate Investment Trust, <br> 4.73%, 01/15/32<br>| &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 292392 |
| CU Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.96%, 09/07/49 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 107070 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/05/51 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 109846 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/22/47 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 119699 |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/27/45 | &nbsp;&nbsp;&nbsp; CAD25 | &nbsp;&nbsp; 16140 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/02/44 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 527070 |
| &nbsp;&nbsp;&nbsp; 4.54%, 10/24/41 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140572 |
| &nbsp;&nbsp;&nbsp; 4.66%, 09/11/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141468 |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/09/43 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71617 |
| &nbsp;&nbsp;&nbsp; 5.09%, 09/20/53 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 226292 |
| &nbsp;&nbsp;&nbsp; 5.18%, 11/21/35 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 76794 |
| Dollarama Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/16/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72326 |
| &nbsp;&nbsp;&nbsp; 5.17%, 04/26/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 153320 |
| &nbsp;&nbsp;&nbsp; 5.53%, 09/26/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 153155 |
| &nbsp;&nbsp;&nbsp; Dream Industrial Real Estate Investment <br> Trust, Series E, 3.97%, Series E, 04/13/26<br>| &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 289833 |
| Enbridge Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/30 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 282068 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/51 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 272000 |
| &nbsp;&nbsp;&nbsp; 3.51%, 11/29/47 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 117777 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 32215 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/02/44 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 132495 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/21/41 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 108438 |
| &nbsp;&nbsp;&nbsp; 5.67%, 10/06/53 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 323220 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/03/29 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 282551 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/21/33 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 662084 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/25/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145029 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/21/51 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 181490 |
| &nbsp;&nbsp;&nbsp; 4.21%, 02/22/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146939 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/27/42 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 64056 |
| &nbsp;&nbsp;&nbsp; 4.56%, 02/25/35 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 359635 |
| &nbsp;&nbsp;&nbsp; 4.73%, 08/22/34 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73264 |
| &nbsp;&nbsp;&nbsp; 5.32%, 08/22/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145900 |
| &nbsp;&nbsp;&nbsp; 5.36%, 05/26/33 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 76777 |
| &nbsp;&nbsp;&nbsp; 5.76%, 05/26/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 154979 |
| &nbsp;&nbsp;&nbsp; 6.51%, 11/09/52 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 170400 |
| Enbridge Pipelines Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/29/25 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 108256 |
| &nbsp;&nbsp;&nbsp; 3.52%, 02/22/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144435 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/51 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 61700 |
| &nbsp;&nbsp;&nbsp; 4.33%, 02/22/49 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 634174 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/29/45 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 132105 |
| &nbsp;&nbsp;&nbsp; 5.33%, 04/06/40 | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 36583 |
| &nbsp;&nbsp;&nbsp; 5.82%, 08/17/53 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 78300 |
| Energir SEC |  |  |
| &nbsp;&nbsp;&nbsp; 3.04%, 02/09/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137198 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/55 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 70440 |
| &nbsp;&nbsp;&nbsp; 4.67%, 09/27/32 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75113 |
| &nbsp;&nbsp;&nbsp; 4.83%, 06/02/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144963 |
| ENMAX Corp., 3.77%, 06/06/30 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 108119 |
| EPCOR Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.11%, 07/08/49 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 54857 |
| &nbsp;&nbsp;&nbsp; 3.29%, 06/28/51 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 112185 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/27/47 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 59905 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 5.33%, 10/03/53 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; $311775 |
| Equitable Bank, 2.38%, 09/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 566329 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114145 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/03/31 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 252727 |
| &nbsp;&nbsp;&nbsp; 4.23%, 06/14/29 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73530 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/06/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146945 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/23/54 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 220340 |
| &nbsp;&nbsp;&nbsp; Federation des Caisses Desjardins <br> du Quebec<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112525 |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 216242 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 332161 |
| &nbsp;&nbsp;&nbsp; 1.59%, 09/10/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142265 |
| &nbsp;&nbsp;&nbsp; 2.68%, 05/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113816 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 581052 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/24/29 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 218193 |
| &nbsp;&nbsp;&nbsp; 4.26%, 01/24/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72749 |
| &nbsp;&nbsp;&nbsp; 4.41%, 05/19/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147290 |
| &nbsp;&nbsp;&nbsp; 5.04%, 08/23/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 74369 |
| &nbsp;&nbsp;&nbsp; 5.28%, 05/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151169 |
| &nbsp;&nbsp;&nbsp; 5.47%, 11/17/28 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 459375 |
| &nbsp;&nbsp;&nbsp; 5.48%, 08/16/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 152889 |
| Finning International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/14/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143431 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/13/29 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 74803 |
| &nbsp;&nbsp;&nbsp; First Capital Real Estate Investment Trust, <br> 5.46%, 06/12/32<br>| &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75845 |
| First Capital REIT, Series V, 3.46%, 01/22/27 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72230 |
| Fortis Inc/Canada, 4.17%, 09/09/31 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 730878 |
| FortisAlberta Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/08/51 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 98230 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/18/48 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 61417 |
| &nbsp;&nbsp;&nbsp; 4.86%, 05/26/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145575 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/27/54 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 292769 |
| FortisBC Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.82%, 08/09/49 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 51968 |
| &nbsp;&nbsp;&nbsp; 3.67%, 04/09/46 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 123075 |
| Gibson Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/12/31 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72883 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/12/33 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 233400 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/12/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 161221 |
| Gildan Activewear Inc., 4.15%, 11/22/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144140 |
| Granite REIT Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.19%, 08/30/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138264 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/04/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143413 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/04/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143680 |
| Greater Toronto Airports Authority |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 04/03/29 | &nbsp;&nbsp;&nbsp; CAD750 | &nbsp;&nbsp; 532591 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/17/39 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 205288 |
| &nbsp;&nbsp;&nbsp; 3.26%, 06/01/37 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 225088 |
| Great-West Lifeco Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/14/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138718 |
| &nbsp;&nbsp;&nbsp; 2.98%, 07/08/50 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 106298 |
| &nbsp;&nbsp;&nbsp; 3.34%, 02/28/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145047 |
| &nbsp;&nbsp;&nbsp; H&R Real Estate Investment Trust, 2.91%, <br> 06/02/26<br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143950 |
| Honda Canada Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/25/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139618 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/04/29 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 226987 |
| Husky Midstream LP, 4.10%, 12/02/29 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72995 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Hydro One Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.77%, 02/24/26 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; $108192 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/51 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 542632 |
| &nbsp;&nbsp;&nbsp; 3.64%, 04/05/50 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 181233 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/18/47 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 216427 |
| &nbsp;&nbsp;&nbsp; 3.91%, 02/23/46 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 128197 |
| &nbsp;&nbsp;&nbsp; 4.16%, 01/27/33 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146662 |
| &nbsp;&nbsp;&nbsp; 4.39%, 03/01/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147877 |
| &nbsp;&nbsp;&nbsp; 4.46%, 01/27/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137359 |
| &nbsp;&nbsp;&nbsp; 4.59%, 10/09/43 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140946 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/30/54 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 291867 |
| &nbsp;&nbsp;&nbsp; 4.91%, 01/27/28 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75212 |
| &nbsp;&nbsp;&nbsp; 6.03%, 03/03/39 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 205075 |
| &nbsp;&nbsp;&nbsp; 6.93%, 06/01/32 | &nbsp;&nbsp;&nbsp; CAD130 | &nbsp;&nbsp; 110023 |
| Hydro One Ltd., 1.41%, 10/15/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139943 |
| &nbsp;&nbsp;&nbsp; Hydro Ottawa Capital Corp., 4.37%, <br> 01/30/35<br>| &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 217528 |
| Hyundai Capital Canada Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.57%, 03/08/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151643 |
| &nbsp;&nbsp;&nbsp; Series G, 4.58%, Series G, 07/24/29 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 372330 |
| IGM Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.12%, 12/09/47 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 129021 |
| &nbsp;&nbsp;&nbsp; 5.43%, 05/26/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 155386 |
| Intact Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.18%, 05/18/28 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 70468 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143940 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/16/50 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 52567 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/20/53 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 60528 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 74780 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/14/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 154015 |
| Inter Pipeline Ltd./AB |  |  |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/16/26 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72207 |
| &nbsp;&nbsp;&nbsp; 5.09%, 11/27/51 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 100123 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/29/30 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 459545 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/18/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 154109 |
| &nbsp;&nbsp;&nbsp; Series 12, 3.98%, Series 12, 11/25/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140082 |
| Inter Pipeline Ltd/AB, 5.76%, 02/17/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151203 |
| Keyera Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.93%, 06/21/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145705 |
| &nbsp;&nbsp;&nbsp; 5.66%, 01/04/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150422 |
| Liberty Utilities Canada LP, 3.32%, 02/14/50 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 53678 |
| Loblaw Companies Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.28%, 05/07/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137286 |
| &nbsp;&nbsp;&nbsp; 4.49%, 12/11/28 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 111814 |
| &nbsp;&nbsp;&nbsp; 5.12%, 03/04/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146177 |
| &nbsp;&nbsp;&nbsp; 5.34%, 09/13/52 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75345 |
| Lower Mattagami Energy LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.43%, 05/14/31 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 204775 |
| &nbsp;&nbsp;&nbsp; 4.69%, 06/07/54 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 285162 |
| Magna International Inc., 4.38%, 03/17/32 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 360072 |
| Manulife Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.86%, 02/16/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143752 |
| &nbsp;&nbsp;&nbsp; 3.72%, 05/15/30 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 217016 |
| &nbsp;&nbsp;&nbsp; 3.99%, 02/22/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146796 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/13/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138961 |
| &nbsp;&nbsp;&nbsp; 3.98%, 05/23/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72212 |
| &nbsp;&nbsp;&nbsp; 4.06%, 12/06/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 509100 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/23/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75340 |
| &nbsp;&nbsp;&nbsp; 5.41%, 03/10/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 453024 |
| MCAP Commercial LP, 4.82%, 03/04/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72288 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Metro Inc./CN |  |  |
| &nbsp;&nbsp;&nbsp; 3.39%, 12/06/27 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; $108607 |
| &nbsp;&nbsp;&nbsp; 3.41%, 02/28/50 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 112597 |
| &nbsp;&nbsp;&nbsp; 4.27%, 12/04/47 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 65430 |
| Metro Inc/CN |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/27/29 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73367 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/07/33 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149641 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/29/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 890606 |
| &nbsp;&nbsp;&nbsp; 1.53%, 06/15/26 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 107032 |
| &nbsp;&nbsp;&nbsp; 1.57%, 08/18/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144258 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 586023 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 471744 |
| &nbsp;&nbsp;&nbsp; 4.26%, 02/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 436097 |
| &nbsp;&nbsp;&nbsp; 5.02%, 02/01/29 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 303229 |
| &nbsp;&nbsp;&nbsp; 5.22%, 06/14/28 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 454631 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/16/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 299643 |
| NAV Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.06%, 05/29/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 136359 |
| &nbsp;&nbsp;&nbsp; 2.92%, 09/29/51 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 158553 |
| &nbsp;&nbsp;&nbsp; 3.21%, 09/29/50 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 56247 |
| &nbsp;&nbsp;&nbsp; North West Redwater Partnership/NWR <br> Financing Co. Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 273916 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 241567 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 97665 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/01/54 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 522005 |
| &nbsp;&nbsp;&nbsp; Series G, 4.75%, 06/01/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 36818 |
| &nbsp;&nbsp;&nbsp; Series J, 2.80%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143306 |
| &nbsp;&nbsp;&nbsp; Series K, 3.65%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 136037 |
| &nbsp;&nbsp;&nbsp; Nouvelle Autoroute 30 Financement Inc., <br> Series C, 3.75%, 03/31/33<br>| &nbsp;&nbsp;&nbsp; CAD127 | &nbsp;&nbsp; 89188 |
| Nova Scotia Power Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.31%, 04/25/50 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 81674 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 67513 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/32 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 112243 |
| &nbsp;&nbsp;&nbsp; 5.36%, 03/24/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150693 |
| Noverco Inc., 4.57%, 01/28/35 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72930 |
| OMERS Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/05/30 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 288785 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/09/29 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 74989 |
| Ontario Power Generation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.98%, 09/13/29 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 212803 |
| &nbsp;&nbsp;&nbsp; 3.22%, 04/08/30 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 213279 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/13/50 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 58815 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/18/49 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 65183 |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/13/35 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 215974 |
| &nbsp;&nbsp;&nbsp; 4.83%, 06/28/34 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 300739 |
| &nbsp;&nbsp;&nbsp; 4.87%, 03/13/55 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71202 |
| &nbsp;&nbsp;&nbsp; 4.99%, 06/28/54 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 290299 |
| Pembina Pipeline Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.31%, 02/01/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141740 |
| &nbsp;&nbsp;&nbsp; 3.53%, 12/10/31 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 418227 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 180547 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146216 |
| &nbsp;&nbsp;&nbsp; 4.49%, 12/10/51 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 63851 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/03/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 129637 |
| &nbsp;&nbsp;&nbsp; 4.67%, 05/28/50 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 131639 |
| &nbsp;&nbsp;&nbsp; 4.74%, 01/21/47 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 671124 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/30/43 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 67794 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/25/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD25 | &nbsp;&nbsp; 17023 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/12/34 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; $302347 |
| &nbsp;&nbsp;&nbsp; 5.67%, 01/12/54 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 189802 |
| &nbsp;&nbsp;&nbsp; Series 11, 4.75%, 03/26/48 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 100453 |
| &nbsp;&nbsp;&nbsp; Plenary PCL Health HIEP LP, 4.91%, <br> 06/30/60<br>| &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 212603 |
| Power Corp. of Canada, 4.46%, 07/27/48 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 67837 |
| Primaris Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 03/30/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147126 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75008 |
| Reliance LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.67%, 08/01/28 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 70169 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144629 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/31 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75550 |
| RioCan Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147772 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/01/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144965 |
| &nbsp;&nbsp;&nbsp; 5.46%, 03/01/31 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 75830 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/09/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138904 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/29 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 213732 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144746 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144354 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/02/28 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 258660 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/52 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144901 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/21/28 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 229849 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/21/30 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 391116 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/21/33 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 553684 |
| &nbsp;&nbsp;&nbsp; 6.11%, 08/25/40 | &nbsp;&nbsp;&nbsp; CAD25 | &nbsp;&nbsp; 19698 |
| &nbsp;&nbsp;&nbsp; 6.56%, 03/22/41 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 164824 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/09/39 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 834521 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 552715 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 316658 |
| &nbsp;&nbsp;&nbsp; 0.05%, 06/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224200 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 770595 |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/10/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227929 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/09/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 700168 |
| &nbsp;&nbsp;&nbsp; 1.67%, 01/28/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139079 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221290 |
| &nbsp;&nbsp;&nbsp; 1.83%, 07/31/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139876 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 781163 |
| &nbsp;&nbsp;&nbsp; 2.14%, 11/03/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 213853 |
| &nbsp;&nbsp;&nbsp; 2.33%, 01/28/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142814 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR592 | &nbsp;&nbsp; 676569 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,250 | &nbsp;&nbsp; 1430969 |
| &nbsp;&nbsp;&nbsp; 2.94%, 05/03/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 214998 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/10/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 217849 |
| &nbsp;&nbsp;&nbsp; 3.99%, 07/22/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 582385 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 365996 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 953047 |
| &nbsp;&nbsp;&nbsp; 4.28%, 02/04/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 364391 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 365115 |
| &nbsp;&nbsp;&nbsp; 4.46%, 10/17/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 292392 |
| &nbsp;&nbsp;&nbsp; 4.61%, 07/26/27 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 370349 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/28 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 223812 |
| &nbsp;&nbsp;&nbsp; 4.64%, 01/17/28 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 223435 |
| &nbsp;&nbsp;&nbsp; 4.83%, 08/08/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1490381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/01/30, (1-year EURIBOR ICE <br> Swap + 1.900%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 266764 |
| &nbsp;&nbsp;&nbsp; 5.01%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 298462 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/03/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 300818 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 5.23%, 06/24/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; $154646 |
| &nbsp;&nbsp;&nbsp; 5.34%, 06/23/26 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 368280 |
| Royal Bank of Canada/Toronto |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235175 |
| &nbsp;&nbsp;&nbsp; Series ., 1.50%, Series ., 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 336580 |
| Sagen MI Canada Inc., 3.26%, 03/05/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 133920 |
| Saputo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.42%, 06/19/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142417 |
| &nbsp;&nbsp;&nbsp; 2.24%, 06/16/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141957 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140415 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/02/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72380 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/29/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 152935 |
| &nbsp;&nbsp;&nbsp; 5.49%, 11/20/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 154864 |
| SmartCentres Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.53%, 12/20/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141068 |
| &nbsp;&nbsp;&nbsp; 4.74%, 08/05/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145938 |
| &nbsp;&nbsp;&nbsp; 5.16%, 08/01/30 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 299547 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings <br> Ltd., 4.93%, 02/01/35<br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146470 |
| Stantec Inc., 2.05%, 10/08/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140649 |
| Sun Life Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 11/21/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 212512 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/18/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 173181 |
| &nbsp;&nbsp;&nbsp; 5.12%, 05/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 152294 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/29/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 76548 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/29/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 76548 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/04/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 154630 |
| Suncor Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/04/51 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 59266 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/13/46 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 256531 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/09/30 | &nbsp;&nbsp;&nbsp; CAD188 | &nbsp;&nbsp; 139988 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/19/30 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 70402 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/02/29 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 214401 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/10/26 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 108470 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/16/50 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 178852 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/05/51 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 121464 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/13/31 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 519287 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/45 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 68052 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/05/44 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 68992 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/33 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149566 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/26/43 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71483 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 152599 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/08/33 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 235089 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/08/53 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 398817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series CAH, 5.65%, Series CAH, <br> 09/13/52<br>| &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 382315 |
| Teranet Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.72%, 02/23/29 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 71706 |
| &nbsp;&nbsp;&nbsp; 5.01%, 03/07/35 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72366 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/17/41 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 73590 |
| TMX Group Ltd., 4.97%, 02/16/34 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 303466 |
| Toromont Industries Ltd., 3.76%, 03/28/30 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 216884 |
| Toronto Hydro Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.43%, 12/11/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139566 |
| &nbsp;&nbsp;&nbsp; 2.47%, 10/20/31 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 204022 |
| &nbsp;&nbsp;&nbsp; 2.52%, 08/25/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143655 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/28/45 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 121963 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/13/52 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148588 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.86%, 03/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1284176 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 1.89%, 03/08/28 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; $561049 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/11/28 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 278897 |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR516 | &nbsp;&nbsp; 562234 |
| &nbsp;&nbsp;&nbsp; 2.26%, 01/07/27 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 356917 |
| &nbsp;&nbsp;&nbsp; 2.86%, 04/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 571258 |
| &nbsp;&nbsp;&nbsp; 3.06%, 01/26/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143774 |
| &nbsp;&nbsp;&nbsp; 3.19%, 02/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 815339 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345339 |
| &nbsp;&nbsp;&nbsp; 3.56%, 04/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1046628 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352388 |
| &nbsp;&nbsp;&nbsp; 3.67%, 09/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 237776 |
| &nbsp;&nbsp;&nbsp; 3.72%, 03/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 595856 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 219432 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/09/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 362652 |
| &nbsp;&nbsp;&nbsp; 4.21%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 293618 |
| &nbsp;&nbsp;&nbsp; 4.23%, 02/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1453439 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/27/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145275 |
| &nbsp;&nbsp;&nbsp; 4.42%, 10/31/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 218194 |
| &nbsp;&nbsp;&nbsp; 4.48%, 01/18/28 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 222454 |
| &nbsp;&nbsp;&nbsp; 5.18%, 04/09/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 301395 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/21/27 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 226102 |
| &nbsp;&nbsp;&nbsp; 5.49%, 09/08/28 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 612346 |
| &nbsp;&nbsp;&nbsp; Series 28, 0.10%, 07/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 929459 |
| Toyota Credit Canada Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.18%, 02/23/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143007 |
| &nbsp;&nbsp;&nbsp; 3.36%, 05/23/28 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 361403 |
| &nbsp;&nbsp;&nbsp; 3.73%, 10/02/29 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 436548 |
| &nbsp;&nbsp;&nbsp; 4.33%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148075 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/27/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149471 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 06/09/31 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 207556 |
| &nbsp;&nbsp;&nbsp; 3.39%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 108297 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/05/27 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 290444 |
| &nbsp;&nbsp;&nbsp; 4.18%, 07/03/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 124816 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/16/47 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 191974 |
| &nbsp;&nbsp;&nbsp; 4.34%, 10/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 127214 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/06/46 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 161017 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/41 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 67181 |
| &nbsp;&nbsp;&nbsp; 4.58%, 02/20/35 | &nbsp;&nbsp;&nbsp; CAD1,200 | &nbsp;&nbsp; 865655 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 230280 |
| &nbsp;&nbsp;&nbsp; 5.33%, 05/12/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 153703 |
| Vancouver Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp; 1.76%, 09/20/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 132730 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/21/50 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 77657 |
| Videotron Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137894 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148545 |
| Westcoast Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.77%, 12/08/25 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72217 |
| &nbsp;&nbsp;&nbsp; 4.79%, 10/28/41 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137523 |
| Whitecap Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 06/21/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149781 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/21/34 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 113695 |
| &nbsp;&nbsp;&nbsp; Series 2, 3.76%, Series 2, 06/19/28 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72305 |
| WSP Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.41%, 04/19/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140984 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/12/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146648 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/12/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147266 |
|  |  | &nbsp;&nbsp; 125732940 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **China — 0.1%** | **China — 0.1%** | **China — 0.1%** |
| &nbsp;&nbsp;&nbsp; Bank of China Ltd./Luxembourg, 4.00%, <br> 10/19/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $347491 |
| &nbsp;&nbsp;&nbsp; Bright Food Singapore Holdings Pte Ltd., <br> 3.25%, 07/09/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114770 |
| &nbsp;&nbsp;&nbsp; China Construction Bank Corp. Luxembourg <br> Branch, 3.88%, 11/30/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231993 |
| &nbsp;&nbsp;&nbsp; Industrial & Commercial Bank of China Ltd., <br> 4.13%, 10/25/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232281 |
| Logicor 2019-1 UK PLC, 1.88%, 11/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 383447 |
| Logicor Financing Sarl, 3.75%, 07/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113290 |
| Prosus NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.21%, 01/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113334 |
| &nbsp;&nbsp;&nbsp; 1.29%, 07/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 106029 |
| &nbsp;&nbsp;&nbsp; 1.54%, 08/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 658653 |
| &nbsp;&nbsp;&nbsp; 1.99%, 07/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 496579 |
| &nbsp;&nbsp;&nbsp; 2.09%, 01/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 216878 |
| &nbsp;&nbsp;&nbsp; 4.34%, 07/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 171810 |
| Prs Finance PLC, 1.50%, 08/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 200596 |
| &nbsp;&nbsp;&nbsp; State Grid Overseas Investment BVI Ltd., <br> 2.13%, 05/02/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1112774 |
|  |  | &nbsp;&nbsp; 4499925 |
| **Cyprus — 0.0%** | **Cyprus — 0.0%** | **Cyprus — 0.0%** |
| Bank of Cyprus PCL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/02/29, (3-mo. EURIBOR + <br> 1.971%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 07/25/28, (3-mo. EURIBOR + <br> 4.095%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 123620 |
|  |  | &nbsp;&nbsp; 243190 |
| **Czech Republic — 0.1%** | **Czech Republic — 0.1%** | **Czech Republic — 0.1%** |
| Ceska sporitelna A/S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/13/28, (3-mo. EURIBOR + <br> 0.780%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 542304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 07/03/31, (3-mo. EURIBOR + <br> 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 597224 |
| &nbsp;&nbsp;&nbsp; Ceske Drahy AS, Series ., 3.75%, Series ., <br> 07/28/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116557 |
| CEZ AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 12/02/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1174063 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR525 | &nbsp;&nbsp; 604146 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236374 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349687 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 586958 |
| EP Infrastructure AS |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 07/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225770 |
| &nbsp;&nbsp;&nbsp; 1.82%, 03/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 204953 |
| &nbsp;&nbsp;&nbsp; 2.05%, 10/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219706 |
| &nbsp;&nbsp;&nbsp; EPH Financing International AS, 5.88%, <br> 11/30/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 246047 |
| &nbsp;&nbsp;&nbsp; Raiffeisenbank AS, 4.96%, 06/05/30, (3-mo. <br> EURIBOR + 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 356384 |
|  |  | &nbsp;&nbsp; 5460173 |
| **Denmark — 0.3%** | **Denmark — 0.3%** | **Denmark — 0.3%** |
| AP Moller - Maersk A/S, 4.13%, 03/05/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353419 |
| Carlsberg Breweries A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219731 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR404 | &nbsp;&nbsp; 428789 |
| Carlsberg Breweries AS |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459659 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341761 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1019333 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Denmark (continued)** | **Denmark (continued)** | **Denmark (continued)** |
| Coloplast Finance BV, 2.75%, 05/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $563745 |
| Danfoss Finance II BV, 0.75%, 04/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 301942 |
| Danske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220275 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/09/32, (1-year EUR Swap + <br> 1.420%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/10/31, (1-year EUR Swap + <br> 1.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR583 | &nbsp;&nbsp; 700541 |
| Danske Bank AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/14/33, (1-year EURIBOR ICE <br> Swap + 0.900%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/26/33, (3-mo. EURIBOR + <br> 3.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR375 | &nbsp;&nbsp; 430132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/19/36, (5-year EUR Swap + <br> 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 143495 |
| Danske Kiinnitysluottopankki OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 215307 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/16/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228260 |
| DSV Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/05/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 187407 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 906514 |
| DSV Finance BV Co., 1.38%, 03/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 427797 |
| H Lundbeck AS, 3.38%, 06/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR225 | &nbsp;&nbsp; 259612 |
| ISS Global A/S, 1.50%, 08/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 391849 |
| Jyske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/06/30, (1-year EUR Swap + <br> 1.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,350 | &nbsp;&nbsp; 1598014 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 652007 |
| Jyske Bank AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/05/29, (1-year EUR Swap + <br> 0.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/29/31, (1-year EURIBOR ICE <br> Swap + 1.270%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1853861 |
| Jyske Realkredit A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 336347 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 470003 |
| &nbsp;&nbsp;&nbsp; Jyske Realkredit AS, Series CCE, 1.88%, <br> Series CCE, 10/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 556514 |
| &nbsp;&nbsp;&nbsp; Landeskreditbank Baden-Wuerttemberg <br> Foerderbank, Series 5614, 0.00%, Series <br> 5614, 01/20/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 98912 |
| Nordea Kredit Realkreditaktieselskab |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/01/26 | &nbsp;&nbsp;&nbsp; DKK4,000 | &nbsp;&nbsp; 607749 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/01/26 | &nbsp;&nbsp;&nbsp; DKK10,500 | &nbsp;&nbsp; 1589118 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; DKK1,600 | &nbsp;&nbsp; 240890 |
| Novo Nordisk Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | &nbsp;&nbsp; 426618 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR175 | &nbsp;&nbsp; 200200 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1161765 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | &nbsp;&nbsp; 482129 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 400774 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/27/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 514812 |
| Nykredit Realkredit A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325772 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/20/27 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446340 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; DKK3,000 | &nbsp;&nbsp; 447221 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; DKK4,000 | &nbsp;&nbsp; 581498 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 336059 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; DKK2,000 | &nbsp;&nbsp; 305799 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1086622 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Denmark (continued)** | **Denmark (continued)** | **Denmark (continued)** |
| &nbsp;&nbsp;&nbsp; Series 13H, 1.00%, 07/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; DKK15,000 | &nbsp;&nbsp; $2273171 |
| &nbsp;&nbsp;&nbsp; Series 13H, 1.00%, 01/01/27 | &nbsp;&nbsp;&nbsp; DKK10,000 | &nbsp;&nbsp; 1509458 |
| Nykredit Realkredit AS |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231091 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/24/35, (1-year EURIBOR ICE <br> Swap + 1.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 13HH, 1.00%, Series 13HH, <br> 01/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; DKK10,000 | &nbsp;&nbsp; 1439306 |
| Orsted A/S |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR780 | &nbsp;&nbsp; 834159 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 758345 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 754855 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP900 | &nbsp;&nbsp; 1132731 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/09/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 369727 |
| TDC Net AS |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236903 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 254509 |
| Vestas Wind Systems AS, 4.13%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118923 |
| &nbsp;&nbsp;&nbsp; Vestas Wind Systems Finance BV, 2.00%, <br> 06/15/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 298515 |
|  |  | &nbsp;&nbsp; 33889941 |
| **Finland — 0.3%** | **Finland — 0.3%** | **Finland — 0.3%** |
| Aktia Bank OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 928678 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232979 |
| Citycon Treasury BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 107761 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233358 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117786 |
| Danske Kiinnitysluottopankki OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/24/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222219 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347147 |
| Fingrid Oyj, 2.75%, 12/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342537 |
| Fortum OYJ, 4.50%, 05/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 791495 |
| Huhtamaki Oyj, 5.13%, 11/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 242005 |
| Huhtamaki OYJ, 4.25%, 06/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234115 |
| Kuntarahoitus OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 887285 |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 210021 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 839914 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 277307 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 202976 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 698326 |
| Metso Oyj, 3.75%, 05/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 142584 |
| Neste Oyj, 3.75%, 03/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233609 |
| Neste OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353388 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 411372 |
| Nokia OYJ, 3.13%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578118 |
| Nordea Bank Abp |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1106271 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 534007 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 12/09/32, (5-year UK Government <br> Bond +1.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 246553 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223284 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 567244 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/25/29, (1-year UK Government <br> Bond + 0.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP850 | &nbsp;&nbsp; 1128523 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Finland (continued)** | **Finland (continued)** | **Finland (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series EMTb, 3.38%, Series EMTb, <br> 06/11/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; $702158 |
| &nbsp;&nbsp;&nbsp; Nordea Kiinnitysluottopankki Oyj, 3.63%, <br> 10/26/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 592052 |
| Nordea Kiinnitysluottopankki OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 779336 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1192039 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 102185 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1372101 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 696155 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1271890 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1027930 |
| Oma Saastopankki Oyj, 3.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1172895 |
| OP Corporate Bank PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 880042 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/28/35, (5-year EURIBOR ICE <br> Swap + 1.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114855 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 474645 |
| OP Mortgage Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 494692 |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/01/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR490 | &nbsp;&nbsp; 558621 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 747915 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1137679 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 912133 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230311 |
| Sampo OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 396798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/03/52, (3-mo. EURIBOR + <br> 3.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 207548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/23/49, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR110 | &nbsp;&nbsp; 124832 |
| SATO OYJ, 1.38%, 02/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110387 |
| S-Pankki Oyj, 3.00%, 04/16/30 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1154430 |
| &nbsp;&nbsp;&nbsp; SP-Kiinnitysluottopankki Oyj, 3.25%, <br> 05/02/31<br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349185 |
| &nbsp;&nbsp;&nbsp; SP-Kiinnitysluottopankki OYJ, 3.13%, <br> 11/01/27<br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347804 |
| Stora Enso Oyj, 4.25%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 237699 |
| Stora Enso OYJ, 2.50%, 03/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227673 |
| Teollisuuden Voima Oyj, 4.25%, 05/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 536032 |
| Teollisuuden Voima OYJ, 2.63%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR594 | &nbsp;&nbsp; 678416 |
| Tornator OYJ, 3.75%, 10/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114527 |
| &nbsp;&nbsp;&nbsp; Transmission Finance DAC, 0.38%, <br> 06/18/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 106443 |
| UPM-Kymmene Oyj, 3.38%, 08/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113336 |
| UPM-Kymmene OYJ, 2.25%, 05/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334598 |
|  |  | &nbsp;&nbsp; 32856098 |
| **France — 2.7%** | **France — 2.7%** | **France — 2.7%** |
| Abertis France SAS |  |  |
| &nbsp;&nbsp;&nbsp; 1.48%, 01/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 103744 |
| &nbsp;&nbsp;&nbsp; 1.63%, 09/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 539069 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347169 |
| Accor SA, 3.50%, 03/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 565841 |
| Aeroports de Paris SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/11/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 192360 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1035741 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1358895 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 575386 |
| Air Liquide Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 725411 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $226763 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 463455 |
| Airbus SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226134 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 211700 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217356 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340363 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR380 | &nbsp;&nbsp; 420378 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/09/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 290933 |
| Alstom SA, 0.00%, 01/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 519970 |
| Altarea SCA |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 205745 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110335 |
| Altrad Investment Authority SAS |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114846 |
| &nbsp;&nbsp;&nbsp; 4.43%, 06/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231257 |
| APRR SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 674294 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1122633 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 314172 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445547 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334124 |
| Arkea Home Loans SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 198292 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220609 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346711 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461428 |
| Arkea Public Sector SCF SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 407875 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1148419 |
| &nbsp;&nbsp;&nbsp; 3.23%, 07/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 571562 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1049148 |
| Arkema SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 12/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 316373 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 560950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, , (3-month BB Swap + <br> 1.780%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.80%, , (5-year EURIBOR ICE Swap + <br> 2.035%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 472592 |
| &nbsp;&nbsp;&nbsp; Arval Service Lease SA/France, 4.75%, <br> 05/22/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1300044 |
| Autoroutes du Sud de la France SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 443005 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1047586 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 665443 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 443629 |
| &nbsp;&nbsp;&nbsp; AXA Home Loan SFH SA, 0.00%, <br> 10/16/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 306444 |
| AXA SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/07/41, (3-mo. EURIBOR + <br> 2.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 204682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/10/42, (5-year EUR Swap + <br> 2.556%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 102281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/28/49, (3-mo. EURIBOR + <br> 3.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 744901 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344818 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 598404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/10/43, (3-mo. EURIBOR + <br> 3.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/24/55, (3-mo. EURIBOR + <br> 1.430%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 464434 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/11/43, (3-mo. EURIBOR + <br> 3.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $631052 |
| Ayvens SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/02/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 454164 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115213 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587859 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118241 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238011 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 242249 |
| Banque Federative du Credit Mutuel SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 434790 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 749373 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 640130 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 792617 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 724827 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 127774 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227696 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 555970 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329790 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113346 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 545453 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1237002 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114112 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1032551 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349887 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225982 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 697465 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 794697 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/16/32, (5-year EUR Swap + <br> 2.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/35, (5-year EURIBOR ICE <br> Swap + 1.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 579351 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 360573 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1172741 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 122895 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1067702 |
| &nbsp;&nbsp;&nbsp; BNP Paribas Home Loan SFH SA, 3.00%, <br> 01/31/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1042918 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/19/28, (3-mo. EURIBOR + <br> 0.730%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 886699 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/30/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 440349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/19/30, (3-mo. EURIBOR + <br> 0.830%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 946436 |
| &nbsp;&nbsp;&nbsp; 0.63%, 12/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | &nbsp;&nbsp; 1414932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 08/31/33, (5-year EUR Swap + <br> 1.170%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 853256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 04/17/29, (3-mo. EURIBOR + <br> 1.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 876407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/15/32, (5-year EUR Swap + <br> 1.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 557472 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 745761 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1189376 |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 747747 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/13/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 750247 |
| &nbsp;&nbsp;&nbsp; 2.54%, 07/13/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139894 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228618 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR480 | &nbsp;&nbsp; 550042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/06/30, (3-mo. EURIBOR + <br> 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228438 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 01/15/31, (3-mo. EURIBOR + <br> 1.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $464782 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 822520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 01/19/36, (5-year EURIBOR ICE <br> Swap + 2.140%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/18/37, (5-year EUR Swap + <br> 1.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 686479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 05/06/36, (3-mo. EURIBOR + <br> 1.267%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 01/10/32, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 592376 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 355390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/26/32, (3-mo. EURIBOR + <br> 0.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 481442 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 606215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.16%, 08/28/34, (5-year EURIBOR ICE <br> Swap + 1.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 468031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/13/32, (3-mo. EURIBOR + <br> 4.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 368325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 12/03/36, (1-year GBP Swap + <br> 1.080%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 132206 |
| Bouygues SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1232662 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 544961 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 237560 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 493812 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 385175 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1085707 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 887663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/14/28, (3-mo. EURIBOR + <br> 0.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 999026 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 688701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/02/29, (3-mo. EURIBOR + <br> 1.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 667081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/02/34, (5-year EUR Swap + <br> 1.570%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 431774 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1060968 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 468060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/26/36, (3-mo. EURIBOR + <br> 1.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/20/34, (3-mo. EURIBOR + <br> 1.470%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1516851 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1089197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/02/30, (1-day SONIA + <br> 2.124%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1084834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/25/35, (5-year EUR Swap + <br> 2.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 604302 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP900 | &nbsp;&nbsp; 1193930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 10/22/31, (1-year GBP Swap + <br> 1.456%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 801396 |
| BPCE SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444880 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325302 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 107398 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 502542 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 292818 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 995580 |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 141763 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 357531 |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 441244 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $402949 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/02/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 570030 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 644308 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 768191 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 215263 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 851420 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458741 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 694811 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1260322 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1160848 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 814313 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343121 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 584019 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458196 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350332 |
| &nbsp;&nbsp;&nbsp; Series ., 2.63%, Series ., 07/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113685 |
| Bureau Veritas SA, 3.50%, 05/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345795 |
| Caisse de Refinancement de l'Habitat SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 430517 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 513058 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330284 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 569744 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1244888 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1015720 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 916362 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 468947 |
| &nbsp;&nbsp;&nbsp; Caisse Nationale de Reassurance Mutuelle <br> Agricole Groupama<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345326 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229429 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/23/27 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 477791 |
| Capgemini SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 209613 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445168 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217685 |
| Carmila SA, 1.63%, 04/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325129 |
| Carrefour SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 667989 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227273 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 555478 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343481 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227297 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226732 |
| CCF SFH SACA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222520 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341847 |
| Cie de Financement Foncier SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1482438 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 785246 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1163509 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/28/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342430 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 591834 |
| Cie de Saint-Gobain SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 107109 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 581628 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345887 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 464192 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/09/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114342 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118736 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements <br> Michelin SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $112899 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231618 |
| Cie. de Financement Foncier SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 728349 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 397208 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 245212 |
| &nbsp;&nbsp;&nbsp; 0.23%, 09/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 558686 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219649 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 544169 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 403785 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225375 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1288206 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/24/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 687639 |
| Cie. de Saint-Gobain SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 428435 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 677743 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 265312 |
| &nbsp;&nbsp;&nbsp; Cie. Generale des Etablissements <br> Michelin SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112899 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 434640 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 306945 |
| CNP Assurances SACA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 215646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/30/51, (3-mo. EURIBOR + <br> 3.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 860700 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/05/29 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 907495 |
| Coentreprise de Transport d'Electricite SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 991096 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228205 |
| Covivio Hotels SACA, 4.13%, 05/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352057 |
| Covivio SA/France |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 336844 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 641808 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 488366 |
| Credit Agricole Assurances SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 304265 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 321688 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 475087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/27/48, (5-year EUR Swap + <br> 5.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 358236 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 128743 |
| Credit Agricole Home Loan SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 535707 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 764654 |
| &nbsp;&nbsp;&nbsp; 0.05%, 12/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 716183 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 657217 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1223970 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 665538 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/06/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 188935 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 207859 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/03/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 466992 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/28/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 271038 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/31/30 | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1305608 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 335237 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114725 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 466553 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1397811 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 812964 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $231468 |
| Credit Agricole Italia SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324069 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/17/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 139459 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1138858 |
| Credit Agricole Public Sector SCF SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/13/28 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317615 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/29/29 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 427055 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/02/27 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111016 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 907918 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578883 |
| Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/12/28, (3-mo. EURIBOR + <br> 0.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444937 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 197303 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 641796 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1085207 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 295341 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 882451 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 209734 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 914229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/26/29, (3-mo. EURIBOR + <br> 0.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1153787 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1825961 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340386 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587087 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114640 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1902507 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 478808 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 602062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/18/35, (5-year EURIBOR ICE <br> Swap + 1.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1046671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/36, (5-year EURIBOR ICE <br> Swap + 1.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 470293 |
| &nbsp;&nbsp;&nbsp; 5.41%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 198563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/31/32, (1-year UK Government <br> Bond + 1.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 269749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/09/34, (1-year EURIBOR ICE <br> Swap + 1.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 671887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/14/31, (1-year UK Government <br> Bond + 2.180%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 420991 |
| &nbsp;&nbsp;&nbsp; Series 2, 0.84%, 06/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; JPY100,000 | &nbsp;&nbsp; 655153 |
| &nbsp;&nbsp;&nbsp; Credit Agricole SA/London, 1.38%, <br> 05/03/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1122734 |
| Credit Mutuel Arkea SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 415751 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 322077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/11/29, (3-mo. EURIBOR + <br> 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328255 |
| &nbsp;&nbsp;&nbsp; 3.31%, 05/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228817 |
| &nbsp;&nbsp;&nbsp; 3.31%, 10/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112832 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 698570 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229311 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 926617 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 362066 |
| Credit Mutuel Home Loan SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 956613 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 485975 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 408204 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445714 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 442119 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $439345 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 433836 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 460495 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 923662 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1261060 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 812414 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/06/35 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113262 |
| Crelan Home Loan SCF, 1.38%, 04/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 301209 |
| Danone SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 09/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342517 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346808 |
| &nbsp;&nbsp;&nbsp; 3.44%, 04/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115251 |
| &nbsp;&nbsp;&nbsp; 3.47%, 05/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 818522 |
| &nbsp;&nbsp;&nbsp; 3.48%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1171998 |
| Dassault Systemes SE, 0.13%, 09/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 667843 |
| Dexia SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 538627 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 572839 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 929109 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 791813 |
| Edenred SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 866266 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345029 |
| Electricite de France SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 372268 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 210559 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344335 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1448065 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/12/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 478643 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1283598 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/07/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 562877 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 982990 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/17/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461353 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/22/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 530184 |
| &nbsp;&nbsp;&nbsp; 5.23%, 02/06/55 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137321 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 386070 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 643450 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/27/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 501309 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 356061 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/25/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 222798 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/18/31 | &nbsp;&nbsp;&nbsp; GBP824 | &nbsp;&nbsp; 1125461 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 544213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MPLE, 5.38%, Series MPLE, <br> 05/17/34<br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150731 |
| Elis SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110608 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114178 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233892 |
| Engie SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/24/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 148561 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/24/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 74280 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 554007 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 655395 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 163257 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 81628 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 285187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.50%, (5-year EUR Swap + <br> 1.884%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324378 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 585971 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 470186 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117082 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $474851 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 469767 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 716646 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/11/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225832 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/06/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 820512 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 267291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, (5-year EURIBOR ICE Swap + <br> 2.367%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 363805 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/03/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 586502 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/16/2111<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | &nbsp;&nbsp; 70130 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/30/28 | &nbsp;&nbsp;&nbsp; GBP650 | &nbsp;&nbsp; 921857 |
| EssilorLuxottica SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/05/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339841 |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 873529 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 397854 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340956 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 805983 |
| Gecina SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 191950 |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/30/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 258934 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 108172 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 897956 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 333677 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 295245 |
| GELF Bond Issuer I SA, 1.13%, 07/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 686362 |
| &nbsp;&nbsp;&nbsp; Groupe des Assurances du Credit <br> Mutuel SADIR<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 04/21/42, (3-mo. EURIBOR + <br> 2.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 301089 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 586756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/30/44, (3-mo. EURIBOR + <br> 3.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119284 |
| ICADE |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 196301 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 310968 |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/17/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227522 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114685 |
| Ile-de-France Mobilites |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 11/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 163882 |
| &nbsp;&nbsp;&nbsp; 0.68%, 11/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 165959 |
| Ile-De-France Mobilites, 1.00%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 279863 |
| Imerys SA, 1.50%, 01/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1007614 |
| Indigo Group SAS, 1.63%, 04/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221685 |
| In'li SA, 1.13%, 07/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 423124 |
| &nbsp;&nbsp;&nbsp; ITM Entreprises SASU, Series 0, 4.13%, <br> Series 0, 01/29/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115788 |
| JCDecaux SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 02/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 213834 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 605714 |
| Kering SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1084118 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342519 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337302 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222499 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 460946 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 333582 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 109495 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 559791 |
| Klepierre SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 511432 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 302088 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $554671 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117378 |
| La Banque Postale Home Loan SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 306836 |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 276955 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 327577 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 760938 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457103 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 566211 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 465216 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1487866 |
| La Banque Postale SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 397283 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 449000 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1301735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/05/34, (5-year EUR Swap + <br> 2.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1218855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/21/28, (1-year UK Government <br> Bond + 2.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 671328 |
| La Francaise des Jeux SACA |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226552 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112523 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111969 |
| La Mondiale SAM, 2.13%, 06/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 106224 |
| La Poste SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1317135 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 825807 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1016877 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228384 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118078 |
| Legrand SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1404441 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340249 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349283 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233207 |
| L'Oreal SA, 2.88%, 11/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342827 |
| LVMH Moet Hennessy Louis Vuitton SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 539178 |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 323507 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 758964 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114065 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568250 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343055 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 813339 |
| &nbsp;&nbsp;&nbsp; Malakoff Humanis Prevoyance, 4.50%, <br> 06/20/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233427 |
| Mercialys SA, 4.00%, 06/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227828 |
| MMB SCF SACA, 0.00%, 09/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 380359 |
| MMS USA Holdings Inc., 1.75%, 06/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 315671 |
| &nbsp;&nbsp;&nbsp; Mutuelle Assurance Des Commercants et <br> Industriels de France et Des Cadres et <br> Sal, 2.13%, 06/21/52, (3-mo. EURIBOR + <br> 3.449%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 893730 |
| &nbsp;&nbsp;&nbsp; Mutuelle Assurance Travailleur <br> Mutualiste SAM, 4.63%, 02/23/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234965 |
| Nerval SAS Co., 2.88%, 04/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 216504 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 670033 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 777940 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/04/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 218509 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224001 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, (5-year EUR Swap + <br> 2.100%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; $977171 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 570913 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 120641 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, (5-year EURIBOR ICE Swap + <br> 2.029%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 237994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, (5-year EUR Swap + <br> 3.990%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 351367 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/22/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 299149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, (5-year EUR Swap + <br> 2.659%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 490465 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/23/34 | &nbsp;&nbsp;&nbsp; GBP941 | &nbsp;&nbsp; 1287880 |
| &nbsp;&nbsp;&nbsp; 8.13%, 01/28/33 | &nbsp;&nbsp;&nbsp; EUR1,045 | &nbsp;&nbsp; 1573897 |
| Orano SA, 2.75%, 03/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 912298 |
| Pernod Ricard SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 437435 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 542302 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324651 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226196 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342710 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 579987 |
| &nbsp;&nbsp;&nbsp; Praemia Healthcare SACA, 0.88%, <br> 11/04/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 312316 |
| Publicis Groupe SA, 3.38%, 06/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114023 |
| RCI Banque SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1172882 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 576005 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | &nbsp;&nbsp; 428437 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 989300 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116564 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352122 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 608131 |
| &nbsp;&nbsp;&nbsp; Regie Autonome des Transports Parisiens <br> EPIC, 0.88%, 05/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445605 |
| Roquette Freres SA, 3.77%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228061 |
| RTE Reseau de Transport d'Electricite SADIR |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 651352 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 457797 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 122492 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 367476 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/27/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 189627 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 933899 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/02/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225198 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 218280 |
| Sanofi SA, 2.75%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226959 |
| Schneider Electric SE, 3.00%, 09/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 579749 |
| SNCF Reseau |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 762843 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 430077 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 905866 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 559056 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 841843 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 301864 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/20/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 485846 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 584133 |
| &nbsp;&nbsp;&nbsp; 4.83%, 03/25/60 | &nbsp;&nbsp;&nbsp; GBP360 | &nbsp;&nbsp; 393441 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 203928 |
| &nbsp;&nbsp;&nbsp; Societe Fonciere Lyonnaise SA, 1.50%, <br> 06/05/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 560066 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/12/29, (3-mo. EURIBOR + <br> 0.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; $1176548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 12/02/27, (3-mo. EURIBOR + <br> 0.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445593 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1115658 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112837 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 733657 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1121520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/14/30, (3-mo. EURIBOR + <br> 1.730%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/13/30, (3-mo. EURIBOR + <br> 1.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1160249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/31, (3-mo. EURIBOR + <br> 1.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1163160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/17/35, (5-year EURIBOR ICE <br> Swap + 1.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1022771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/14/36, (3-mo. EURIBOR + <br> 1.524%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/06/30, (3-mo. EURIBOR + <br> 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 713621 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 507598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/22/32, (3-mo. EURIBOR + <br> 0.980%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 538406 |
| Societe Generale SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/02/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 555029 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 607265 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 97920 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 441249 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 548692 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 665655 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 306181 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 691776 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 393536 |
| &nbsp;&nbsp;&nbsp; Societe Nationale SNCF SACA, 1.50%, <br> 02/02/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329088 |
| Sodexo SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 436660 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/24/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 171418 |
| Sogecap SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/03/45, (3-mo. EURIBOR + <br> 3.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/16/44, (3-mo. EURIBOR + <br> 3.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 259230 |
| Suez SACA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112745 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214296 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 121485 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 241390 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 374679 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/05/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 271908 |
| TDF Infrastructure SASU, 4.13%, 10/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231022 |
| Technip Energies NV, 1.13%, 05/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328887 |
| Teleperformance SE |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 351943 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117790 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 363210 |
| Terega SA, 4.00%, 09/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232162 |
| Terega SASU, 0.63%, 02/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 215910 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Thales SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $331926 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 732535 |
| Tikehau Capital SCA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115918 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 384130 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 872128 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325315 |
| &nbsp;&nbsp;&nbsp; 1.41%, 09/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 223496 |
| &nbsp;&nbsp;&nbsp; 1.66%, 07/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 514983 |
| &nbsp;&nbsp;&nbsp; 1.99%, 04/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1386045 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/03/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1816887 |
| TotalEnergies SE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, (5-year EUR Swap + <br> 1.993%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 550073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.00%, (5-year EUR Swap + <br> 2.404%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 738809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, (5-year EUR Swap + <br> 2.943%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 408647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.37%, (5-year EUR Swap + <br> 3.350%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR340 | &nbsp;&nbsp; 390496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, , (5-year EUR Swap + <br> 2.402%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346428 |
| Transdev Group SA, 3.85%, 05/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345183 |
| Unibail-Rodamco-Westfield SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 191679 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 191679 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 201263 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 96330 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 610794 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 291332 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 414030 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/28/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 283963 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/14/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 189467 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225099 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1164238 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, , (5-year EUR Swap + <br> 2.505%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232046 |
| Veolia Environnement SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 663075 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 331537 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 368824 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 564280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, (5-year EURIBOR ICE Swap + <br> 2.151%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112408 |
| &nbsp;&nbsp;&nbsp; 2.97%, 01/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113818 |
| &nbsp;&nbsp;&nbsp; 3.32%, 06/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342783 |
| &nbsp;&nbsp;&nbsp; 3.57%, 09/09/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344836 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/17/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227281 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/25/33 | &nbsp;&nbsp;&nbsp; EUR465 | &nbsp;&nbsp; 635566 |
| Vinci SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 552693 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1105386 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 222384 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 222384 |
| Wendel SE, 1.00%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 304384 |
| &nbsp;&nbsp;&nbsp; Westfield America Management Ltd., 2.63%, <br> 03/30/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 244280 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Worldline SA/France |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $519274 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 204367 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 102561 |
|  |  | &nbsp;&nbsp; 291242829 |
| **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** |
| Berlin Hyp AG, 2.75%, 05/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115240 |
| Commerzbank AG, 1.13%, 06/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339004 |
| E.ON SE |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 290020 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/05/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228364 |
| Investitionsbank Berlin, 2.25%, 09/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1916778 |
| &nbsp;&nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau, 2.50%, <br> 10/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR5,300 | &nbsp;&nbsp; 6010891 |
|  |  | &nbsp;&nbsp; 8900297 |
| **Germany — 3.0%** | **Germany — 3.0%** | **Germany — 3.0%** |
| Aareal Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/03/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 782007 |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 919068 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 434028 |
| adidas AG, 3.13%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234390 |
| Allianz Finance II BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1109699 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 405788 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 567642 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 211993 |
| &nbsp;&nbsp;&nbsp; Series 62, 4.50%, 03/13/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 463345 |
| Allianz SE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/25/49, (3-mo. EURIBOR + <br> 2.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 316947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 07/06/47, (3-mo. EURIBOR + <br> 3.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 574026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/05/52, (1-year EUR Swap + <br> 1.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 07/25/55, (3-mo. EURIBOR + <br> 2.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 470616 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/07/38<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 237998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/26/54, (1-year UK Government <br> Bond + 2.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 365458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 07/25/53, (3-mo. EURIBOR + <br> 3.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 515651 |
| Amprion GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457970 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348133 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/05/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346459 |
| &nbsp;&nbsp;&nbsp; 3.97%, 09/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1067489 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/21/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330598 |
| Aroundtown SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334083 |
| &nbsp;&nbsp;&nbsp; 0.38%, 04/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219590 |
| &nbsp;&nbsp;&nbsp; 1.45%, 07/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 326913 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221553 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113265 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 294938 |
| BASF SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1050840 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR160 | &nbsp;&nbsp; 162133 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 525575 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 470233 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 120615 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/08/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $245017 |
| Bausparkasse Schwaebisch Hall AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 10/28/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 292264 |
| &nbsp;&nbsp;&nbsp; 0.20%, 04/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 554018 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/22/31 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461036 |
| Bayer AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 104971 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 390922 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 340715 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 105043 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 596848 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 695802 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 359060 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 243982 |
| Bayer Capital Corp. BV, 2.13%, 12/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330058 |
| Bayerische Landesbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 294468 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR230 | &nbsp;&nbsp; 260798 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 770312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/22/32, (5-year EUR Swap + <br> 1.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1092478 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 839113 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227803 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1049316 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1052608 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 358858 |
| Bayerische Landesbodenkreditanstalt |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/23/26 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111881 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340260 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR980 | &nbsp;&nbsp; 1129149 |
| Berlin Hyp AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 662372 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1024920 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 520435 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1122197 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1377372 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 510581 |
| &nbsp;&nbsp;&nbsp; Bertelsmann SE & Co. KGaA, 3.50%, <br> 05/29/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 468031 |
| BMW Finance NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 555073 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR605 | &nbsp;&nbsp; 681987 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 353112 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR525 | &nbsp;&nbsp; 581278 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR912 | &nbsp;&nbsp; 998796 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342999 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228907 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115302 |
| &nbsp;&nbsp;&nbsp; BMW International Investment BV, 3.50%, <br> 11/17/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1322967 |
| BMW U.S. Capital LLC, 3.38%, 02/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337564 |
| BSK 1818 AG, 4.13%, 11/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 354514 |
| Carlsberg Breweries AS, 5.50%, 02/28/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 325442 |
| Commerzbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 291877 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 276289 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 782255 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 769070 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/09/34 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 249616 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 787341 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,128 | &nbsp;&nbsp; 1244762 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; $863515 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1146875 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339180 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 572892 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR972 | &nbsp;&nbsp; 1136350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/06/30, (3-mo. EURIBOR + <br> 1.036%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/06/34, (3-mo. EURIBOR + <br> 1.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 572953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/35, (1-year UK Government <br> Bond + 1.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231349 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/23/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230264 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/16/32, (3-mo. EURIBOR + <br> 1.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/20/37, (5-year EURIBOR ICE <br> Swap + 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/30/37, (1-year EURIBOR ICE <br> Swap + 1.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/16/34, (5-year EURIBOR ICE <br> Swap + 2.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/06/32, (5-year EURIBOR ICE <br> Swap + 4.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 243961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/05/33, (5-year EURIBOR ICE <br> Swap + 3.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 249467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.63%, 02/28/33, (5-year UK Government <br> Bond + 5.251%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 142219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1061, 3.63%, Series 1061, <br> 01/14/32, (3-mo. EURIBOR + <br> 1.380%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231799 |
| &nbsp;&nbsp;&nbsp; Commerzbank Ag Subordinated, 1.38%, <br> 12/29/31, (5-year EUR Swap + <br> 1.730%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111840 |
| Continental AG |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/27/26 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 514584 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 817146 |
| Covestro AG, 0.88%, 02/03/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 396647 |
| Daimler Truck Finance Canada Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/27/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149016 |
| &nbsp;&nbsp;&nbsp; 5.77%, 09/25/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 154076 |
| Daimler Truck International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337913 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228986 |
| &nbsp;&nbsp;&nbsp; Daimler Trucks Finance Canada Inc., 2.46%, <br> 12/15/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143005 |
| &nbsp;&nbsp;&nbsp; DekaBank Deutsche Girozentrale, 0.30%, <br> 11/20/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 888805 |
| Deutsche Apotheker-Und Aerztebank eG |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/05/27 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 661639 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/05/28 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 326041 |
| Deutsche Bahn AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324301 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | &nbsp;&nbsp; 377952 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/17/27 | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1217186 |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,012 | &nbsp;&nbsp; 1105380 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/16/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 467371 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347169 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/29/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,130 | &nbsp;&nbsp; 1272144 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR870 | &nbsp;&nbsp; 1021653 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 153166 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 0.25%, 08/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR472 | &nbsp;&nbsp; $503812 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/09/26 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 281365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 02/17/32, (3-mo. EURIBOR + <br> 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 410048 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 790190 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 671239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/19/30, (3-mo. EURIBOR + <br> 2.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 536820 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 750111 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 810378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/24/28, (3-mo. EURIBOR + <br> 3.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 692760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/13/31, (3-mo. EURIBOR + <br> 1.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229256 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/24/32, (3-mo. EURIBOR + <br> 1.930%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578657 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/04/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 945270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/12/35, (1-day SONIA + <br> 1.730%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 480054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/26/29, (5-year EURIBOR ICE <br> Swap + 1.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 398112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/12/30, (5-year CMT + <br> 4.379%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 963288 |
| Deutsche Boerse AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 492870 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 516384 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/08/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | &nbsp;&nbsp; 421705 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118867 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232267 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119584 |
| Deutsche Kreditbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR720 | &nbsp;&nbsp; 739034 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 654361 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 847819 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446649 |
| &nbsp;&nbsp;&nbsp; Series ., 3.25%, Series ., 06/12/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 559592 |
| Deutsche Lufthansa AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 700498 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 359552 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119093 |
| Deutsche Pfandbriefbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/21/28 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 754764 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/27/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 681245 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/30/27 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 771727 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 569532 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 807879 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231492 |
| Deutsche Post AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR449 | &nbsp;&nbsp; 450245 |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1224722 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115107 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342557 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/24/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232577 |
| Deutsche Telekom AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 491373 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 383188 |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR644 | &nbsp;&nbsp; 481208 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340233 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/20/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225478 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; $844372 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR655 | &nbsp;&nbsp; 732125 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP289 | &nbsp;&nbsp; 356761 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 185887 |
| &nbsp;&nbsp;&nbsp; 7.63%, 06/15/30 | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 904960 |
| Deutsche Wohnen SE, 1.50%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 744449 |
| &nbsp;&nbsp;&nbsp; DVI Deutsche Vermoegens- & <br> Immobilienverwaltungs GmbH, Series ., <br> 4.88%, Series ., 08/21/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115728 |
| DZ HYP AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 719221 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR925 | &nbsp;&nbsp; 977545 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 993257 |
| &nbsp;&nbsp;&nbsp; 0.10%, 08/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 669954 |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR475 | &nbsp;&nbsp; 428286 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/13/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR385 | &nbsp;&nbsp; 437551 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 943608 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1243081 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317937 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 240234 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 799551 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/27/32 | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1481794 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1279, 3.00%, Series 1279, <br> 05/31/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 570179 |
| E.ON International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR786 | &nbsp;&nbsp; 857842 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR308 | &nbsp;&nbsp; 349872 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 663555 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/06/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 534460 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP338 | &nbsp;&nbsp; 475734 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/07/32 | &nbsp;&nbsp;&nbsp; GBP381 | &nbsp;&nbsp; 540468 |
| E.ON SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/24/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 501285 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 602466 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR327 | &nbsp;&nbsp; 357507 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/18/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR392 | &nbsp;&nbsp; 364866 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR215 | &nbsp;&nbsp; 237295 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 640920 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346461 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 355662 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115940 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117972 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/16/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459550 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/25/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458160 |
| &nbsp;&nbsp;&nbsp; EnBW Energie Baden-Wuerttemberg AG, <br> 1.63%, 08/05/79, (5-year EURIBOR ICE <br> Swap + 1.725%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 887705 |
| EnBW International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 03/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1083488 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR792 | &nbsp;&nbsp; 739033 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 153415 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346456 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344002 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/07/39 | &nbsp;&nbsp;&nbsp; EUR830 | &nbsp;&nbsp; 1167414 |
| Eurogrid GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 1.11%, 05/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 197877 |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458780 |
| &nbsp;&nbsp;&nbsp; 3.72%, 04/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117619 |
| &nbsp;&nbsp;&nbsp; 3.73%, 10/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113226 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 3.92%, 02/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $466685 |
| Evonik Industries AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR270 | &nbsp;&nbsp; 293776 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | &nbsp;&nbsp; 54403 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 701429 |
| EWE AG, 0.38%, 10/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 185790 |
| &nbsp;&nbsp;&nbsp; Fresenius Medical Care AG, 3.75%, <br> 04/08/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 582509 |
| &nbsp;&nbsp;&nbsp; Fresenius Medical Care AG & Co. KGaA, <br> 1.25%, 11/29/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 322164 |
| Fresenius SE & Co. KGaA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR785 | &nbsp;&nbsp; 862103 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR270 | &nbsp;&nbsp; 311585 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 246260 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 686999 |
| Grand City Properties SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/03/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338053 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111807 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119187 |
| Grenke Finance PLC, 5.25%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | &nbsp;&nbsp; 388083 |
| Hamburg Commercial Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 441242 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226409 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229755 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 408449 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115523 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 710364 |
| &nbsp;&nbsp;&nbsp; Hamburger Sparkasse AG, 3.00%, <br> 02/28/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 693889 |
| Hannover Rueck SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 331833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/30/42, (3-mo. EURIBOR + <br> 2.330%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 397486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/08/40, (3-mo. EURIBOR + <br> 3.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 423216 |
| Heidelberg Materials AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 938294 |
| &nbsp;&nbsp;&nbsp; 3.95%, 07/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 469862 |
| &nbsp;&nbsp;&nbsp; Heidelberg Materials Finance <br> Luxembourg SA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR320 | &nbsp;&nbsp; 355262 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR585 | &nbsp;&nbsp; 657251 |
| Henkel AG & Co. KGaA, 0.50%, 11/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 190088 |
| HOCHTIEF AG, 0.63%, 04/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 423105 |
| &nbsp;&nbsp;&nbsp; HOWOGE Wohnungsbaugesellschaft mbH, <br> 0.63%, 11/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 850387 |
| Infineon Technologies AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 437531 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 105529 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227634 |
| ING-DiBa AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 780694 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/09/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 499449 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 806273 |
| Investitionsbank Berlin |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461100 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578439 |
| &nbsp;&nbsp;&nbsp; Series 214, 0.00%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 240, 2.50%, Series 240, <br> 05/20/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341285 |
| K+S AG, 4.25%, 06/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118621 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Knorr-Bremse AG, 3.25%, 09/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $115913 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,750 | &nbsp;&nbsp; 1951729 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1876329 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1267010 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,260 | &nbsp;&nbsp; 2489904 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1411351 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,650 | &nbsp;&nbsp; 2825135 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,595 | &nbsp;&nbsp; 1692186 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1774890 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,700 | &nbsp;&nbsp; 2718614 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,990 | &nbsp;&nbsp; 1981106 |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,010 | &nbsp;&nbsp; 893926 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 250648 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,820 | &nbsp;&nbsp; 2743828 |
| &nbsp;&nbsp;&nbsp; 0.38%, 05/20/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 348032 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/27 | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1434980 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/22/27 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 893928 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/07/28 | &nbsp;&nbsp;&nbsp; EUR2,151 | &nbsp;&nbsp; 2368412 |
| &nbsp;&nbsp;&nbsp; 0.75%, 12/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 614770 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/28/28 | &nbsp;&nbsp;&nbsp; EUR1,665 | &nbsp;&nbsp; 1823853 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,102 | &nbsp;&nbsp; 2679984 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/04/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,320 | &nbsp;&nbsp; 1120696 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR320 | &nbsp;&nbsp; 328047 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/31/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1433644 |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 598226 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 513997 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,210 | &nbsp;&nbsp; 2483516 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR440 | &nbsp;&nbsp; 421756 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/15/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 522903 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | &nbsp;&nbsp; 366213 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/27 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 125461 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1573196 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113880 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,150 | &nbsp;&nbsp; 2466963 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,567 | &nbsp;&nbsp; 5238717 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1142068 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1256483 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,150 | &nbsp;&nbsp; 2481006 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | &nbsp;&nbsp; 3469438 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,263 | &nbsp;&nbsp; 1461979 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,510 | &nbsp;&nbsp; 1723791 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,193 | &nbsp;&nbsp; 2472413 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 872610 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2310763 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 573849 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 878851 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | &nbsp;&nbsp; 2233817 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1419938 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,200 | &nbsp;&nbsp; 1580058 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/24/28 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 257802 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 660325 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NOK15,000 | &nbsp;&nbsp; 1466722 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/13/27 | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 650731 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1335009 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/12/29 | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 327657 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/16/30 | &nbsp;&nbsp;&nbsp; AUD1,400 | &nbsp;&nbsp; 918666 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 610081 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/28 | &nbsp;&nbsp;&nbsp; GBP449 | &nbsp;&nbsp; 629660 |
| Landesbank Baden-Wuerttemberg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 560414 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; $885643 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 788324 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,051 | &nbsp;&nbsp; 1183683 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1143111 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229406 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,340 | &nbsp;&nbsp; 1567730 |
| &nbsp;&nbsp;&nbsp; Series 812, 0.00%, 07/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 710904 |
| Landesbank Hessen-Thueringen Girozentrale |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328232 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/25/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455484 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1099517 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 569039 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 572977 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 567999 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32, (5-year EURIBOR ICE <br> Swap + 2.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 933103 |
| &nbsp;&nbsp;&nbsp; Series H337, 0.00%, 09/26/29 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 720317 |
| &nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg Foerderbank<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444177 |
| &nbsp;&nbsp;&nbsp; 0.63%, 12/15/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 260699 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 100304 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 126879 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461424 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131727 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 694281 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 422779 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,510 | &nbsp;&nbsp; 1553339 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,020 | &nbsp;&nbsp; 999269 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/26/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 68413 |
| &nbsp;&nbsp;&nbsp; 0.05%, 12/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 514616 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 646261 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 599658 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 427759 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222330 |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/31/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 131294 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/08/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 263350 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 451376 |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 63229 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113497 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2291729 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR794 | &nbsp;&nbsp; 904418 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1355852 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587890 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131482 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 266856 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 129554 |
| Lanxess AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 280118 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 332738 |
| LEG Immobilien SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 195111 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328780 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 94430 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 472798 |
| LFA Foerderbank Bayern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1229, 2.70%, Series 1229, <br> 10/15/27<br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1151399 |
| &nbsp;&nbsp;&nbsp; Series 224, 3.25%, Series 224, 03/31/27 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232028 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance Canada Inc., 5.14%, <br> 06/29/26<br>| &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; $294162 |
| Mercedes-Benz Group AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 209532 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/11/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 717599 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 554287 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR355 | &nbsp;&nbsp; 331584 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 493492 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR510 | &nbsp;&nbsp; 553023 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 560540 |
| Mercedes-Benz International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR875 | &nbsp;&nbsp; 975598 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR595 | &nbsp;&nbsp; 677236 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR975 | &nbsp;&nbsp; 1109607 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR875 | &nbsp;&nbsp; 999373 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 576555 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229789 |
| Merck Financial Services GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 971101 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112019 |
| Merck KGaA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 09/09/80, (5-year EURIBOR ICE <br> Swap + 1.998%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/25/79, (5-year EURIBOR ICE <br> Swap + 2.938%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/27/54, (5-year EURIBOR ICE <br> Swap + 1.540%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115164 |
| Muenchener Hypothekenbank eG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/19/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | &nbsp;&nbsp; 193290 |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 632895 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 425645 |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 312428 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/22/26 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 282018 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 833404 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/18/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 168904 |
| &nbsp;&nbsp;&nbsp; 1.88%, 08/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 804323 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR640 | &nbsp;&nbsp; 733394 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 512764 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 698156 |
| &nbsp;&nbsp;&nbsp; Series 1943, 0.25%, 05/02/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 334879 |
| &nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft AG <br> in Muenchen<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/26/42, (3-mo. EURIBOR + <br> 2.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 483275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/26/41, (3-mo. EURIBOR + <br> 0.680%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 404628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/26/49, (3-mo. EURIBOR + <br> 3.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/26/44, (3-mo. EURIBOR + <br> 2.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587389 |
| Norddeutsche Landesbank-Girozentrale |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/28/26 | &nbsp;&nbsp;&nbsp; EUR687 | &nbsp;&nbsp; 766139 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR944 | &nbsp;&nbsp; 1036172 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 576138 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1034382 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 577445 |
| NRW Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/15/29 | &nbsp;&nbsp;&nbsp; EUR170 | &nbsp;&nbsp; 174674 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/23/30 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 299272 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/03/31 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 197007 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 0.10%, 07/09/35 | &nbsp;&nbsp;&nbsp; EUR670 | &nbsp;&nbsp; $571726 |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR132 | &nbsp;&nbsp; 147337 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/11/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | &nbsp;&nbsp; 56361 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/17/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 361244 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/11/26 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339602 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/12/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 192108 |
| &nbsp;&nbsp;&nbsp; 1.20%, 03/28/39 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 86754 |
| &nbsp;&nbsp;&nbsp; 1.63%, 08/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR510 | &nbsp;&nbsp; 538573 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1319921 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,630 | &nbsp;&nbsp; 1880683 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113195 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1163383 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 264362 |
| &nbsp;&nbsp;&nbsp; Series 1W1, 0.13%, Series 1W1, 02/04/30 | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2050437 |
| Robert Bosch Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229178 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/28/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346828 |
| Robert Bosch GmbH, 4.38%, 06/02/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 691203 |
| &nbsp;&nbsp;&nbsp; Robert Bosch Investment Nederland BV, <br> 4.00%, 05/28/37<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346639 |
| RWE AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214773 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 378250 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117369 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/18/55, (5-year EURIBOR ICE <br> Swap + 2.257%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series .., 4.63%, Series .., 06/18/55, <br> (5-year EURIBOR ICE Swap + <br> 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115976 |
| SAP SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 555950 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 322713 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR352 | &nbsp;&nbsp; 399263 |
| Sartorius Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 239405 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119702 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 484430 |
| &nbsp;&nbsp;&nbsp; Siemens Energy Finance BV, 4.25%, <br> 04/05/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 475606 |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 231435 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR340 | &nbsp;&nbsp; 379049 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 849825 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR925 | &nbsp;&nbsp; 987023 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 289086 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/28/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 418347 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114428 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR341 | &nbsp;&nbsp; 396997 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1390676 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114662 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1651520 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112762 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115393 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/27/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232514 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/24/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 333583 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 332367 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/27/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115069 |
| Sirius Real Estate Ltd., 4.00%, 01/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112999 |
| Sparkasse Pforzheim Calw, 2.38%, 08/14/28 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227975 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Talanx AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/05/47, (3-mo. EURIBOR + <br> 2.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $335609 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119770 |
| Traton Finance Luxembourg SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 634584 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 580662 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230891 |
| UniCredit Bank GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 898670 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 300919 |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 94787 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346867 |
| Vier Gas Transport GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343158 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 366391 |
| Volkswagen Bank GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 570772 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344012 |
| Volkswagen Financial Services AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 303286 |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR270 | &nbsp;&nbsp; 307417 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1266464 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347727 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 580709 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116920 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116176 |
| Volkswagen Financial Services NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 476038 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131636 |
| Volkswagen International Finance NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 322201 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455264 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342218 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 448354 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 648984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, (15-year EUR Swap + <br> 3.060%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 599380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, (5-year EUR Swap + <br> 2.924%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 683042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, (9-year EUR Swap + <br> 3.958%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444600 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 248134 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 456457 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 471746 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 474968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, (9-year EUR Swap + <br> 3.360%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, (10-year EUR Swap + <br> 3.982%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 693470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.49%, (8-year EUR Swap + <br> 3.494%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 586972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.88%, , (5-year EURIBOR ICE Swap + <br> 2.500%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 392002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 5.99%, Series ., (1-year UK <br> Government Bond + 1.250%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117512 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 1.88%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1127185 |
| Volkswagen Leasing GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 421315 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 572310 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352853 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $610711 |
| Vonovia SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 546790 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 618095 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/28/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 215708 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 90132 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340781 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340366 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/14/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 76504 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 83118 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 415591 |
| &nbsp;&nbsp;&nbsp; 1.63%, 09/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 190264 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1018739 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 894076 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1069882 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117949 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/18/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 128115 |
| VW Credit Canada Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 11/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147849 |
| &nbsp;&nbsp;&nbsp; 5.86%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 379513 |
| &nbsp;&nbsp;&nbsp; Wintershall Dea Finance BV, 1.33%, <br> 09/25/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 433174 |
| Wirtschafts- und Infrastrukturbank Hessen |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/14/28 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 218959 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/13/35 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 662585 |
| Wuestenrot Bausparkasse AG |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 793795 |
| &nbsp;&nbsp;&nbsp; Series 20, 3.38%, Series 20, 11/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587168 |
| Wurth Finance International BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 605686 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 284504 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229447 |
|  |  | &nbsp;&nbsp; 317185227 |
| **Greece — 0.1%** | **Greece — 0.1%** | **Greece — 0.1%** |
| Alpha Bank SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/12/30, (1-year EUR Swap + <br> 2.432%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 244047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 06/27/29, (9-year EUR Swap + <br> 4.783%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 253706 |
| Eurobank SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/14/28, (1-year EUR Swap + <br> 2.634%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/24/30, (1-year EUR Swap + <br> 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 471569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/30/31, (5-year EURIBOR ICE <br> Swap + 2.165%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 853035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/28/29, (1-year EUR Swap + <br> 2.830%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 871905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/26/29, (1-year EUR Swap + <br> 4.418%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 251200 |
| National Bank of Greece SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/29/29, (6-mo. EURIBOR + <br> 1.812%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1072437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 11/22/27, (1-year EURIBOR ICE <br> Swap + 4.740%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 121532 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Greece (continued)** | **Greece (continued)** | **Greece (continued)** |
| Piraeus Bank SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/03/28, (3-mo. EURIBOR + <br> 2.900%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR225 | &nbsp;&nbsp; $257782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/17/29, (1-year EURIBOR ICE <br> Swap + 1.723%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 239589 |
|  |  | &nbsp;&nbsp; 4863420 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |
| &nbsp;&nbsp;&nbsp; Prudential Funding Asia PLC, 6.13%, <br> 12/19/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 343928 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp; MOL Hungarian Oil & Gas PLC, 1.50%, <br> 10/08/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 331531 |
| MVM Energetika Zrt, 0.88%, 11/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 216463 |
| OTP Bank Nyrt |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/16/30, (3-mo. EURIBOR + <br> 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 584346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/12/28, (3-mo. EURIBOR + <br> 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 410653 |
|  |  | &nbsp;&nbsp; 1542993 |
| **Iceland — 0.0%** | **Iceland — 0.0%** | **Iceland — 0.0%** |
| Landsbankinn HF |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113995 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 694503 |
|  |  | &nbsp;&nbsp; 808498 |
| **Indonesia — 0.0%** | **Indonesia — 0.0%** | **Indonesia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Perusahaan Perseroan Persero PT <br> Perusahaan Listrik Negara, 1.88%, <br> 11/05/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 300213 |
| **Iran — 0.0%** | **Iran — 0.0%** | **Iran — 0.0%** |
| Grenke Finance PLC, 5.75%, 07/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1456692 |
| &nbsp;&nbsp;&nbsp; Kerry Group Financial Services Unltd Co., <br> 3.75%, 09/05/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114566 |
| &nbsp;&nbsp;&nbsp; Kingspan Securities Ireland DAC, 3.50%, <br> 10/31/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343032 |
|  |  | &nbsp;&nbsp; 1914290 |
| **Ireland — 0.1%** | **Ireland — 0.1%** | **Ireland — 0.1%** |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 11/17/27, (1-year EUR Swap + <br> 0.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/26/36, (1-year EURIBOR ICE <br> Swap + 1.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 580834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/23/29, (5-year EURIBOR ICE <br> Swap + 2.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1261019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/23/31, (1-year EUR Swap + <br> 2.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 251213 |
| Bank of Ireland Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/11/31, (5-year EUR Swap + <br> 1.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 169220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/16/28, (1-year EUR Swap + <br> 2.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 477966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/04/31, (1-year EURIBOR ICE <br> Swap + 2.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 744543 |
| DAA Finance PLC, 1.60%, 11/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 559603 |
| Dell Bank International DAC |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334532 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233683 |
| ESB Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1159218 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1226636 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| &nbsp;&nbsp;&nbsp; 2.13%, 11/05/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR957 | &nbsp;&nbsp; $992481 |
| Flutter Treasury DAC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228811 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 265262 |
| Freshwater Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.61%, Series A, 10/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 116239 |
| &nbsp;&nbsp;&nbsp; Series A, 5.18%, 04/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 122408 |
| GAS Networks Ireland, 3.25%, 09/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345842 |
| &nbsp;&nbsp;&nbsp; Glencore Capital Finance DAC, 4.15%, <br> 04/29/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 355599 |
| Kerry Group Financial Services Unltd Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 312560 |
| &nbsp;&nbsp;&nbsp; 0.88%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 497578 |
| Linde PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 450680 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232097 |
| &nbsp;&nbsp;&nbsp; Permanent TSB Group Holdings PLC, 4.25%, <br> 07/10/30, (3-mo. EURIBOR + <br> 1.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 593748 |
| Smurfit Kappa Treasury ULC |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 313087 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/27/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227071 |
|  |  | &nbsp;&nbsp; 12497954 |
| **Italy — 0.8%** | **Italy — 0.8%** | **Italy — 0.8%** |
| A2A SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1016311 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 898051 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342582 |
| ACEA SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 968330 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/24/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 617832 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,060 | &nbsp;&nbsp; 1184124 |
| Aeroporti di Roma SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 506765 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 157833 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114918 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 123507 |
| AMCO - Asset Management Co. SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 271441 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR462 | &nbsp;&nbsp; 526060 |
| Anima Holding SpA, 1.50%, 04/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110027 |
| ASTM SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1455948 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 410754 |
| Autostrade per l'Italia SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223405 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338987 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 549223 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 779622 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 638662 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118719 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/28/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236393 |
| Banca Monte dei Paschi di Siena SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337215 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587544 |
| Banca Popolare di Sondrio SpA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/04/30, (1-year EUR Swap + <br> 1.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 356502 |
| Banco BPM SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR625 | &nbsp;&nbsp; 726209 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $116550 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353968 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232433 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1193212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/17/30, (3-mo. EURIBOR + <br> 2.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 242056 |
| &nbsp;&nbsp;&nbsp; Banco di Desio e della Brianza SpA, 0.38%, <br> 07/24/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224268 |
| BPER Banca SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 429204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/20/30, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 775725 |
| Coca-Cola HBC Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 313560 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445532 |
| Credit Agricole Italia SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 385485 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446758 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353240 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350194 |
| Credito Emiliano SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 464901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/26/30, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 487733 |
| Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1320512 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/17/30<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 720284 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR216 | &nbsp;&nbsp; 199779 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 739051 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 498093 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232941 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 478404 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/20/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347271 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/14/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP830 | &nbsp;&nbsp; 1066116 |
| Enel SpA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, (5-year EURIBOR ICE Swap + <br> 2.009%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, , (5-year EURIBOR ICE Swap + <br> 2.196%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, , (5-year UK Government Bond + <br> 2.800%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 123250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.63%, , (5-year EURIBOR ICE Swap + <br> 3.486%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 642638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 6.5Y, 1.38%, (5-year EUR Swap + <br> 1.719%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,230 | &nbsp;&nbsp; 1358196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 9.5Y, 1.88%, Series 9.5Y, (5-year <br> EUR Swap + 2.011%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 410699 |
| Eni SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 517244 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR870 | &nbsp;&nbsp; 950461 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226346 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111476 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 323629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, (5-year EUR Swap + <br> 2.771%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324889 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232599 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 598911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, (5-year EUR Swap + <br> 2.083%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, , (5-year EUR Swap + <br> 2.400%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116011 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series NC9, 3.38%, (5-year EUR Swap + <br> 3.641%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR899 | &nbsp;&nbsp; $1010867 |
| ERG SpA, 4.13%, 07/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 594495 |
| &nbsp;&nbsp;&nbsp; Ferrovie dello Stato Italiane SpA, 0.38%, <br> 03/25/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,225 | &nbsp;&nbsp; 1320757 |
| Generali |  |  |
| &nbsp;&nbsp;&nbsp; 2.12%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 218557 |
| &nbsp;&nbsp;&nbsp; 4.14%, 06/18/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | &nbsp;&nbsp; 314332 |
| &nbsp;&nbsp;&nbsp; 4.16%, 01/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461979 |
| &nbsp;&nbsp;&nbsp; 5.27%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 624572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/27/47, (3-mo. EURIBOR + <br> 5.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 780779 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 513750 |
| &nbsp;&nbsp;&nbsp; Genertel SpA, 4.25%, 12/14/47, (3-mo. <br> EURIBOR + 4.455%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234427 |
| Hera SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 12/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR923 | &nbsp;&nbsp; 913779 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 784685 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 797505 |
| Iccrea Banca SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR825 | &nbsp;&nbsp; 958090 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233771 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 810600 |
| Illimity Bank SpA, 5.75%, 05/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119366 |
| &nbsp;&nbsp;&nbsp; International Finance Corp., 4.45%, <br> 01/17/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 196844 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 982073 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/25/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455829 |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 893688 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444898 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/18/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113783 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR525 | &nbsp;&nbsp; 576119 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 599537 |
| &nbsp;&nbsp;&nbsp; 2.93%, 10/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 894694 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114771 |
| &nbsp;&nbsp;&nbsp; 3.93%, 09/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 11/14/36, (5-year EUR Swap + <br> 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1101756 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 557004 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1263645 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 654194 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR319 | &nbsp;&nbsp; 414972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 02/20/34, (5-year EURIBOR ICE <br> Swap + 3.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 248252 |
| Iren SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 416053 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 948953 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/19/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113996 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117866 |
| Italgas Reti SpA, 4.38%, 06/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 481818 |
| Italgas SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR530 | &nbsp;&nbsp; 551775 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1297704 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568129 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226658 |
| Leasys SpA, 3.38%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1043157 |
| &nbsp;&nbsp;&nbsp; Mediobanca Banca di Credito <br> Finanziario SpA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111786 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 643767 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $565419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/31, (3-mo. EURIBOR + <br> 0.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/14/28, (3-mo. EURIBOR + <br> 1.370%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1238761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/13/27, (3-mo. EURIBOR + <br> 1.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350654 |
| &nbsp;&nbsp;&nbsp; Series 4, 1.38%, 11/10/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341605 |
| Nexi SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226323 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329663 |
| Pirelli & C SpA, 3.88%, 07/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 413378 |
| Poste Italiane SpA, 0.50%, 12/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317826 |
| Prysmian SpA, 3.88%, 11/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353662 |
| &nbsp;&nbsp;&nbsp; RAI-Radiotelevisione Italiana SpA, 4.38%, <br> 07/10/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 237157 |
| Snam SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR867 | &nbsp;&nbsp; 907331 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR461 | &nbsp;&nbsp; 517287 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 189643 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,160 | &nbsp;&nbsp; 1294434 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340874 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345930 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 703039 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/26/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 264038 |
| Terna - Rete Elettrica Nazionale |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 652202 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 783587 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113500 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 284807 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118224 |
| UniCredit Bank GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 595591 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 365178 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 775594 |
| &nbsp;&nbsp;&nbsp; 0.85%, 05/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR780 | &nbsp;&nbsp; 734235 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 684817 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341112 |
| UniCredit SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 10/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446474 |
| &nbsp;&nbsp;&nbsp; 0.85%, 01/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 254592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 01/15/32, (5-year EUR Swap + <br> 2.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1137441 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 588630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 01/16/33, (3-mo. EURIBOR + <br> 1.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1043314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/11/28, (3-mo. EURIBOR + <br> 0.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 409213 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1119451 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/23/31, (3-mo. EURIBOR + <br> 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 359982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/16/29, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 714207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/14/30, (3-mo. EURIBOR + <br> 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 1028115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/16/34, (5-year EURIBOR ICE <br> Swap + 2.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1091240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/27, (3-mo. EURIBOR + <br> 2.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 773624 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| Unipol Assicurazioni SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $348716 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232903 |
| &nbsp;&nbsp;&nbsp; Vseobecna Uverova Banka AS, 3.00%, <br> 05/20/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113708 |
|  |  | &nbsp;&nbsp; 84460320 |
| **Japan — 0.2%** | **Japan — 0.2%** | **Japan — 0.2%** |
| &nbsp;&nbsp;&nbsp; Asahi Group Holdings Ltd., 3.46%, <br> 04/16/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459177 |
| East Japan Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.77%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 320045 |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 323213 |
| &nbsp;&nbsp;&nbsp; 1.16%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 299740 |
| &nbsp;&nbsp;&nbsp; 4.39%, 09/05/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 472939 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 494536 |
| &nbsp;&nbsp;&nbsp; 5.56%, 09/04/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 248179 |
| JT International Financial Services BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 369163 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 554617 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.85%, 07/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 211822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/10/31, (3-mo. EURIBOR + <br> 1.343%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/05/32, (5-year UK Government <br> Bond + 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 06/10/36, (3-month BB Swap + <br> 2.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 06/07/31, (3-mo. EURIBOR + <br> 1.597%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 244347 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR459 | &nbsp;&nbsp; 476056 |
| &nbsp;&nbsp;&nbsp; 0.80%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR335 | &nbsp;&nbsp; 346354 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 845771 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 530158 |
| &nbsp;&nbsp;&nbsp; 3.77%, 08/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231860 |
| &nbsp;&nbsp;&nbsp; 3.98%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1177932 |
| &nbsp;&nbsp;&nbsp; Nippon Life Insurance Co., 4.11%, 01/23/55, <br> (5-year EURIBOR ICE Swap + 2.600%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114198 |
| Nomura Holdings Inc., 3.46%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 144532 |
| NTT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.34%, 03/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 507477 |
| &nbsp;&nbsp;&nbsp; 0.40%, 12/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 528832 |
| &nbsp;&nbsp;&nbsp; 3.36%, 03/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1271153 |
| &nbsp;&nbsp;&nbsp; 3.68%, 07/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 924673 |
| &nbsp;&nbsp;&nbsp; 4.09%, 07/16/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350748 |
| ORIX Corp., 3.45%, 10/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 682030 |
| Sumitomo Mitsui Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.41%, 11/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 259026 |
| &nbsp;&nbsp;&nbsp; 2.74%, 02/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113902 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.41%, 06/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 728819 |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR247 | &nbsp;&nbsp; 280565 |
| &nbsp;&nbsp;&nbsp; 3.32%, 10/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 287791 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1153594 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd., 0.00%, <br> 10/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324449 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/09/27 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110224 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 742759 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/09/32 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 200437 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/09/32 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 200437 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/09/40 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $175492 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 397752 |
| Toyota Motor Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347225 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115766 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117031 |
|  |  | &nbsp;&nbsp; 18494101 |
| **Lithuania — 0.0%** | **Lithuania — 0.0%** | **Lithuania — 0.0%** |
| Ignitis Grupe AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223642 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 209920 |
|  |  | &nbsp;&nbsp; 433562 |
| **Luxembourg — 0.2%** | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** |
| Aareal Bank AG, 2.75%, 10/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 914210 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/19/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 740846 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114464 |
| Bevco Lux SARL, 1.50%, 09/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445088 |
| &nbsp;&nbsp;&nbsp; Blackstone Property Partners Europe <br> Holdings SARL<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217654 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231074 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 380453 |
| CBRE Open-Ended Funds SCA SICAV-SIF |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 215750 |
| &nbsp;&nbsp;&nbsp; 0.90%, 10/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 417588 |
| &nbsp;&nbsp;&nbsp; Czech Gas Networks Investments SARL, <br> 0.45%, 09/08/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1182018 |
| &nbsp;&nbsp;&nbsp; EPH Financing International AS, 4.63%, <br> 07/02/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115990 |
| Eurofins Scientific SE |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR381 | &nbsp;&nbsp; 448503 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 120945 |
| JAB Holdings BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 548900 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/19/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 264194 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350758 |
| &nbsp;&nbsp;&nbsp; Series ., 4.38%, Series ., 05/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233580 |
| &nbsp;&nbsp;&nbsp; Series 11Y, 2.50%, 06/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 672522 |
| Logicor Financing SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 296931 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR410 | &nbsp;&nbsp; 468777 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1248435 |
| &nbsp;&nbsp;&nbsp; Medtronic Global Holdings SCA, 1.13%, <br> 03/07/27<br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111983 |
| Nestle Finance International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1137073 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/28/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 165756 |
| Novartis Finance SA, 1.70%, 08/14/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 188589 |
| P3 Group SARL, 4.00%, 04/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR775 | &nbsp;&nbsp; 891785 |
| Prologis International Funding II SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 511510 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340595 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 367394 |
| &nbsp;&nbsp;&nbsp; Repsol Europe Finance SARL, 3.63%, <br> 09/05/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225668 |
| SELP Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 262653 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1123617 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Luxembourg (continued)** | **Luxembourg (continued)** | **Luxembourg (continued)** |
| SES SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $218726 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220901 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115939 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 147080 |
| &nbsp;&nbsp;&nbsp; Shurgard Luxembourg SARL, 3.63%, <br> 10/22/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223204 |
| &nbsp;&nbsp;&nbsp; Stoneweg Ereit Lux Finco SARL, 4.25%, <br> 01/30/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 173093 |
| TDF Infrastructure SASU, 3.63%, 12/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113537 |
|  |  | &nbsp;&nbsp; 16167783 |
| **Mexico — 0.0%** | **Mexico — 0.0%** | **Mexico — 0.0%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/10/28 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338324 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/33 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 259178 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/30 | &nbsp;&nbsp;&nbsp; GBP520 | &nbsp;&nbsp; 713481 |
|  |  | &nbsp;&nbsp; 1310983 |
| **Netherlands — 1.0%** | **Netherlands — 1.0%** | **Netherlands — 1.0%** |
| ABB Finance BV, 3.38%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461166 |
| ABN AMRO Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 623127 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/17/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 278926 |
| &nbsp;&nbsp;&nbsp; 0.60%, 01/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 667814 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/24/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 425461 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1662805 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 574189 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 308878 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/23/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 170149 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203408 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 561844 |
| &nbsp;&nbsp;&nbsp; 1.45%, 04/12/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 456217 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1143559 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229985 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229820 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224788 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348323 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF300 | &nbsp;&nbsp; 427939 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 700215 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117865 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 709708 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 841858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/16/36, (5-year EURIBOR ICE <br> Swap + 1.630%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235002 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 493848 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 532589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/21/33, (5-year EURIBOR ICE <br> Swap + 2.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 364263 |
| Achmea Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226827 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 804730 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227422 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227156 |
| Achmea BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,334 | &nbsp;&nbsp; 1502294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/02/44, (5-year EURIBOR ICE <br> Swap + 3.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 245576 |
| Aegon Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/31 | &nbsp;&nbsp;&nbsp; GBP50 | &nbsp;&nbsp; 70188 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/16/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 140801 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| Akzo Nobel NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $226656 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 525261 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228555 |
| Alliander NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 801784 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112410 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1105039 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/06/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227399 |
| &nbsp;&nbsp;&nbsp; Amvest RCF Custodian BV, 3.88%, <br> 03/25/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231894 |
| ASML Holding NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR340 | &nbsp;&nbsp; 361125 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 623027 |
| ASN Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/16/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 138164 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220607 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345300 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1154298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/27/35, (3-month BB Swap + <br> 2.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114886 |
| &nbsp;&nbsp;&nbsp; ASR Nederland NV, 7.00%, 12/07/43, (5-year <br> EUR Swap + 5.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 535698 |
| BMW Finance NV, 4.13%, 10/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 120479 |
| BMW International Investment BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114949 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230055 |
| BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 532375 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 593734 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 835605 |
| &nbsp;&nbsp;&nbsp; 0.13%, 07/09/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 513898 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 779857 |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,750 | &nbsp;&nbsp; 1943738 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 275587 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR390 | &nbsp;&nbsp; 421476 |
| &nbsp;&nbsp;&nbsp; 0.81%, 06/28/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 246954 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 737440 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR546 | &nbsp;&nbsp; 488702 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227197 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214892 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR484 | &nbsp;&nbsp; 438559 |
| &nbsp;&nbsp;&nbsp; 1.60%, 11/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD310 | &nbsp;&nbsp; 173898 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 582344 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD900 | &nbsp;&nbsp; 569798 |
| Brenntag Finance BV, 3.88%, 04/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229904 |
| &nbsp;&nbsp;&nbsp; Bunge Finance Europe BV, 1.00%, <br> 09/24/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324037 |
| &nbsp;&nbsp;&nbsp; Coca-Cola HBC Finance BV, 3.13%, <br> 11/20/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339377 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1107144 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 581903 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225904 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 472896 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 903096 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 161111 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330966 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 649406 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 722506 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR610 | &nbsp;&nbsp; 689182 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/26/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $276269 |
| &nbsp;&nbsp;&nbsp; 3.11%, 06/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 463744 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/06/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 919934 |
| &nbsp;&nbsp;&nbsp; 3.30%, 11/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1176123 |
| &nbsp;&nbsp;&nbsp; 3.82%, 07/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/32, (5-year EUR Swap + <br> 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116348 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 478083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 04/25/29, (3-mo. EURIBOR + <br> 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 594750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/17/29, (1-day SONIA + <br> 1.095%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 266819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/01/30, (1-day SONIA + <br> 1.140%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 266554 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 668478 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/23/41 | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 445231 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/03/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 123830 |
| &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank UA/Australia, 5.05%, <br> 02/26/29<br>| &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 330208 |
| CTP NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR267 | &nbsp;&nbsp; 302166 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 371673 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 907618 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 240052 |
| Digital Dutch Finco BV, 3.88%, 03/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225146 |
| DSM BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 783171 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231510 |
| DSV Finance BV, 3.38%, 11/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344358 |
| &nbsp;&nbsp;&nbsp; EnBW International Finance BV, 3.75%, <br> 11/20/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229334 |
| Enexis Holding NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR825 | &nbsp;&nbsp; 826874 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 917513 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/09/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1150710 |
| Euronext NV, 0.75%, 05/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 407064 |
| EXOR NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 204181 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223570 |
| GSK Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225966 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/19/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222782 |
| Heineken NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 392922 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/07/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 617037 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 612478 |
| &nbsp;&nbsp;&nbsp; 3.81%, 07/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115424 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 477697 |
| IMCD NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225591 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115040 |
| ING Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | &nbsp;&nbsp; 1614164 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 879125 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/17/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 442875 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455363 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 689074 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228444 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 02/18/29, (3-mo. EURIBOR + <br> 1.034%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 644477 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/01/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $104447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 02/01/30, (3-mo. EURIBOR + <br> 0.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 626679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 11/16/32, (5-year EUR Swap + <br> 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 656833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 12/07/28, (1-day SONIA + <br> 0.905%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 857403 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 448926 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 668211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/17/31, (3-mo. EURIBOR + <br> 1.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/19/32, (3-mo. EURIBOR + <br> 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 920134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/17/36, (1-year UK Government <br> Bond + 0.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/03/35, (3-mo. EURIBOR + <br> 1.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 577774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/12/29, (1-year EURIBOR ICE <br> Swap + 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/12/35, (3-mo. EURIBOR + <br> 1.779%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 827204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/20/36, (3-month BB Swap + <br> 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 581695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/26/35, (3-mo. EURIBOR + <br> 1.117%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/23/29, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1194628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/20/35, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 483662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/20/33, (1-year EUR Swap + <br> 1.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 271505 |
| ING-DiBa AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/23/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 253484 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 467270 |
| JDE Peet's NV, 1.13%, 06/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR449 | &nbsp;&nbsp; 424391 |
| &nbsp;&nbsp;&nbsp; JT International Financial Services BV, <br> 3.63%, 04/11/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 450893 |
| Knab NV, 0.38%, 06/09/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 167476 |
| Koninklijke Ahold Delhaize NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 102532 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 508590 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349483 |
| Koninklijke KPN NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 12/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 96246 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 467064 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224529 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/16/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231780 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 399177 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP295 | &nbsp;&nbsp; 406636 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 565124 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 327944 |
| &nbsp;&nbsp;&nbsp; 2.13%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221612 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 466080 |
| &nbsp;&nbsp;&nbsp; Louis Dreyfus Co. Finance BV, 1.63%, <br> 04/28/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110739 |
| &nbsp;&nbsp;&nbsp; Nationale-Nederlanden Bank NV <br> Netherlands (The)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 999330 |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 249667 |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/11/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 683659 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $326870 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 462017 |
| Nederlandse Gasunie NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 822094 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227953 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR920 | &nbsp;&nbsp; 1084474 |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 486142 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 518662 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214801 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 663354 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 103113 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 180073 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/29/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 156486 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 190595 |
| NIBC Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 496709 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217554 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 565878 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/01/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231279 |
| NN Group NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/13/48, (3-mo. EURIBOR + <br> 4.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 355255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/43, (3-mo. EURIBOR + <br> 4.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR377 | &nbsp;&nbsp; 462389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/03/43, (3-mo. EURIBOR + <br> 4.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 127657 |
| Pluxee NV, 3.75%, 09/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 460260 |
| PostNL NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/23/26 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223397 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117696 |
| Royal Schiphol Group NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 731081 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 959918 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 722716 |
| Sandoz Finance BV, 4.50%, 11/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 608482 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR599 | &nbsp;&nbsp; 650024 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF125 | &nbsp;&nbsp; 156214 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/08/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 305436 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR420 | &nbsp;&nbsp; 465271 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 298182 |
| &nbsp;&nbsp;&nbsp; 1.88%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR360 | &nbsp;&nbsp; 379326 |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 465323 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347669 |
| Stedin Holding NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 876432 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224050 |
| Stellantis NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/19/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 209420 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 984179 |
| &nbsp;&nbsp;&nbsp; Sudzucker International Finance BV, 4.13%, <br> 01/29/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232294 |
| TenneT Holding BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 872617 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1146411 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR844 | &nbsp;&nbsp; 763423 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 939299 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/28/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 1044304 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| Unilever Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR620 | &nbsp;&nbsp; $695218 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 218335 |
| &nbsp;&nbsp;&nbsp; 1.63%, 02/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,260 | &nbsp;&nbsp; 1296910 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR620 | &nbsp;&nbsp; 679120 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 164303 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455476 |
| &nbsp;&nbsp;&nbsp; Universal Music Group NV, 4.00%, <br> 06/13/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 475258 |
| &nbsp;&nbsp;&nbsp; Van Lanschot Kempen NV, 0.88%, <br> 02/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223158 |
| Vesteda Finance BV, 2.00%, 07/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 511685 |
| Wolters Kluwer NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 257790 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 675084 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115580 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118307 |
|  |  | &nbsp;&nbsp; 107245619 |
| **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** |
| &nbsp;&nbsp;&nbsp; ANZ New Zealand International Ltd./London, <br> 0.38%, 09/17/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 572848 |
| ASB Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.19%, 04/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 925594 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 883042 |
| Bank of New Zealand |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 425133 |
| &nbsp;&nbsp;&nbsp; 3.66%, 07/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 351984 |
| Contact Energy Ltd., 5.41%, 12/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 65282 |
| Westpac Securities NZ Ltd./London |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 318758 |
| &nbsp;&nbsp;&nbsp; 0.43%, 12/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1166624 |
|  |  | &nbsp;&nbsp; 4709265 |
| **Niger — 0.0%** | **Niger — 0.0%** | **Niger — 0.0%** |
| &nbsp;&nbsp;&nbsp; Adecco International Financial Services BV, <br> 3.40%, 10/08/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338722 |
| ASML Holding NV, 0.63%, 05/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR205 | &nbsp;&nbsp; 217737 |
| &nbsp;&nbsp;&nbsp; BMW International Investment BV, 3.38%, <br> 08/27/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224686 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, <br> 4.50%, 10/28/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR50 | &nbsp;&nbsp; 61962 |
| DSV Finance BV, 3.38%, 11/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 396112 |
| EXOR NV, 3.75%, 02/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346917 |
| &nbsp;&nbsp;&nbsp; ING Groep NV, 3.50%, 09/03/30, (3-mo. <br> EURIBOR + 1.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1163617 |
| Swisscom Finance BV, 3.25%, 09/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342737 |
| Wintershall Dea Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.83%, 10/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230694 |
| &nbsp;&nbsp;&nbsp; 4.36%, 10/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458077 |
|  |  | &nbsp;&nbsp; 3781261 |
| **Norway — 0.3%** | **Norway — 0.3%** | **Norway — 0.3%** |
| Aker BP ASA |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 212817 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232214 |
| Avinor AS, 0.75%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 356557 |
| DNB Bank ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 01/18/28, (3-mo. EURIBOR + <br> 0.320%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1164787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/29/30, (3-mo. EURIBOR + <br> 1.015%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1029505 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/14/29, (3-mo. EURIBOR + <br> 0.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; $827788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/19/28, (3-mo. EURIBOR + <br> 1.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 591735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/28/33, (1-year EUR Swap + <br> 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 473803 |
| DNB Boligkreditt A/S, 2.63%, 09/27/29 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1144613 |
| DNB Boligkreditt AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217401 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 535283 |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 559288 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/10/30 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 564052 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 571411 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578707 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349472 |
| Eika Boligkreditt AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/12/27 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220414 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 536642 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 462104 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 577728 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 610718 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203572 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/09/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 653203 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/10/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP390 | &nbsp;&nbsp; 441673 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 880970 |
| Norsk Hydro ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115618 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115435 |
| &nbsp;&nbsp;&nbsp; Public Property Invest AS, 4.38%, <br> 10/01/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112643 |
| SpareBank 1 Boligkreditt A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 740091 |
| &nbsp;&nbsp;&nbsp; 0.13%, 05/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224877 |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 308912 |
| &nbsp;&nbsp;&nbsp; 0.13%, 05/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 441583 |
| &nbsp;&nbsp;&nbsp; 0.25%, 08/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223855 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 977238 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228159 |
| SpareBank 1 Boligkreditt AS |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2260162 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230199 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 354703 |
| SpareBank 1 SMN, 0.00%, 02/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 428081 |
| SpareBank 1 Sor-Norge ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234341 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 727172 |
| Sparebanken Norge Boligkreditt A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226422 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229334 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340407 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 579923 |
| Sparebanken Norge Boligkreditt AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 538604 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458564 |
| SR-Boligkreditt AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/26 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222789 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 370570 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 489051 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/17/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341472 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 560514 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; $1132258 |
| Statkraft AS |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1070281 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR570 | &nbsp;&nbsp; 654242 |
| Statnett SF |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 902011 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/10/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112756 |
| &nbsp;&nbsp;&nbsp; Storebrand Livsforsikring AS, 1.88%, <br> 09/30/51, (6-mo. EURIBOR + <br> 2.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203444 |
| Telenor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 919252 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,296 | &nbsp;&nbsp; 1184577 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 694138 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 779760 |
| Var Energi ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231591 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 122777 |
|  |  | &nbsp;&nbsp; 34084263 |
| **Poland — 0.0%** | **Poland — 0.0%** | **Poland — 0.0%** |
| ORLEN SA, 3.63%, 07/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226423 |
| &nbsp;&nbsp;&nbsp; PKO Bank Hipoteczny SA, 2.50%, <br> 06/12/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226854 |
| &nbsp;&nbsp;&nbsp; Powszechna Kasa Oszczednosci Bank <br> Polski SA, 4.50%, 06/18/29, (3-mo. <br> EURIBOR + 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 354483 |
|  |  | &nbsp;&nbsp; 807760 |
| **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** |
| Banco Comercial Portugues SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/21/29, (3-mo. EURIBOR + <br> 0.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 692309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/20/37, (5-year EURIBOR ICE <br> Swap + 2.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236409 |
| Banco Santander Totta SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 934005 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234085 |
| &nbsp;&nbsp;&nbsp; Caixa Economica Montepio Geral Caixa <br> Economica Bancaria SA, 3.50%, 06/25/29, <br> (5-year EURIBOR ICE Swap + <br> 1.830%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114629 |
| &nbsp;&nbsp;&nbsp; Caixa Geral de Depositos SA, 0.38%, <br> 09/21/27, (1-year EUR Swap + <br> 0.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 557446 |
| EDP Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR602 | &nbsp;&nbsp; 672305 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/13/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228073 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1430953 |
| EDP Servicios Financieros Espana SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 365280 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 243520 |
| &nbsp;&nbsp;&nbsp; Fidelidade - Cia. de Seguros SA/Portugal, <br> 4.25%, 09/04/31, (5-year EUR Swap + <br> 4.488%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345655 |
| &nbsp;&nbsp;&nbsp; Novo Banco SA, 9.88%, 12/01/33, (5-year <br> EUR Swap + 6.714%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 270741 |
| Ren Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 210580 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111190 |
|  |  | &nbsp;&nbsp; 6647180 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Romania — 0.0%** | **Romania — 0.0%** | **Romania — 0.0%** |
| NE Property BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,275 | &nbsp;&nbsp; $1468682 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350935 |
| &nbsp;&nbsp;&nbsp; Societatea Nationala de Gaze Naturale <br> ROMGAZ SA, 4.75%, 10/07/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349437 |
|  |  | &nbsp;&nbsp; 2169054 |
| **Samoa — 0.0%** | **Samoa — 0.0%** | **Samoa — 0.0%** |
| &nbsp;&nbsp;&nbsp; CA Immobilien Anlagen AG, 4.25%, <br> 04/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347512 |
| &nbsp;&nbsp;&nbsp; Erste Group Bank AG, 4.00%, 01/15/35, <br> (5-year EURIBOR ICE Swap + <br> 1.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 465442 |
| OMV AG, 3.75%, 09/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115896 |
| &nbsp;&nbsp;&nbsp; Volksbank Wien AG, 5.50%, 12/04/35, <br> (5-year EURIBOR ICE Swap + <br> 3.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 357087 |
|  |  | &nbsp;&nbsp; 1285937 |
| **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** |
| Gaci First Investment Co., 5.63%, 06/11/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 380751 |
| **Singapore — 0.0%** | **Singapore — 0.0%** | **Singapore — 0.0%** |
| DBS Bank Ltd., 0.00%, 10/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 556090 |
| DBS Bank Ltd./London, 2.43%, 01/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1080874 |
| DBS Bank Ltd/London, 2.60%, 03/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344038 |
| Temasek Financial I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 593046 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/20/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 104537 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 470188 |
| &nbsp;&nbsp;&nbsp; United Overseas Bank Ltd., 0.00%, <br> 12/01/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR425 | &nbsp;&nbsp; 458335 |
|  |  | &nbsp;&nbsp; 3607108 |
| **Slovakia — 0.0%** | **Slovakia — 0.0%** | **Slovakia — 0.0%** |
| Slovenska Sporitelna AS, 0.13%, 06/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224306 |
| &nbsp;&nbsp;&nbsp; Tatra Banka A/S, 4.97%, 04/29/30, (3-mo. <br> EURIBOR + 2.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 475150 |
| Vseobecna Uverova Banka AS |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231606 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347268 |
|  |  | &nbsp;&nbsp; 1278330 |
| **Slovenia — 0.0%** | **Slovenia — 0.0%** | **Slovenia — 0.0%** |
| Maybank Singapore Ltd., 3.44%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349415 |
| &nbsp;&nbsp;&nbsp; Nova Ljubljanska Banka dd, 3.50%, 01/21/29, <br> (1-year EURIBOR ICE Swap + <br> 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 460225 |
| &nbsp;&nbsp;&nbsp; Standard Chartered Bank Singapore Ltd., <br> 3.32%, 05/28/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 406323 |
|  |  | &nbsp;&nbsp; 1215963 |
| **South Africa — 0.0%** | **South Africa — 0.0%** | **South Africa — 0.0%** |
| Anglo American Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353996 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 610484 |
|  |  | &nbsp;&nbsp; 964480 |
| **Spain — 0.7%** | **Spain — 0.7%** | **Spain — 0.7%** |
| &nbsp;&nbsp;&nbsp; Abanca Corp. Bancaria SA, 5.88%, 04/02/30, <br> (1-year EUR Swap + 2.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 625756 |
| Abertis France SAS, 4.25%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119689 |
| Abertis Infraestructuras SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446650 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 331539 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 327081 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $105220 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 448774 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226892 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226635 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227691 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236362 |
| &nbsp;&nbsp;&nbsp; Acciona Energia Financiacion Filiales SA, <br> 5.13%, 04/23/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 620558 |
| Aena SME SA, 4.25%, 10/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 364604 |
| Amadeus IT Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115841 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 584691 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 668605 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 673530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/14/29, (3-mo. EURIBOR + <br> 0.820%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1314973 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/26/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 797925 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 464070 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 693312 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 825893 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 358459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/25/37, (5-year EURIBOR ICE <br> Swap + 1.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1034405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/08/36, (5-year EURIBOR ICE <br> Swap + 2.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 601826 |
| Banco de Credito Social Cooperativo SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/09/28, (1-year EUR Swap + <br> 2.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 451178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/14/29, (1-year EURIBOR ICE <br> Swap + 4.269%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 648435 |
| Banco de Sabadell SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 431310 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446988 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 576918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/27/31, (1-year EURIBOR ICE <br> Swap + 1.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/30, (1-year EUR Swap + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 947899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/07/29, (1-year EUR Swap + <br> 2.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 242451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/27/34, (5-year EURIBOR ICE <br> Swap + 2.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 359394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/16/33, (5-year EUR Swap + <br> 3.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 244198 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 02/27/32 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 382182 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 505019 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 209239 |
| &nbsp;&nbsp;&nbsp; 0.30%, 10/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 891972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 06/24/29, (1-year EUR Swap + <br> 0.780%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1077700 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 616610 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 548186 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 636647 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 104502 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 565388 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 686639 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 567504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/02/29, (5-year EURIBOR ICE <br> Swap + 2.830%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 809905 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $457535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/09/30, (1-year EUR Swap + <br> 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116785 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459484 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 564039 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/09/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 825018 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 589259 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 472550 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238684 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 484387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/30/28, (1-year UK Government <br> Bond + 2.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 796529 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 496351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/22/34, (3-mo. EURIBOR + <br> 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 120069 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 270679 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1086367 |
| &nbsp;&nbsp;&nbsp; Series ., 2.38%, Series ., 07/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340626 |
| &nbsp;&nbsp;&nbsp; Series ., 2.88%, Series ., 07/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113368 |
| Banco Santander Totta SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 669286 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 685387 |
| Bankinter SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 548985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/23/32, (5-year EUR Swap + <br> 1.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220773 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/04/33, (1-year EURIBOR ICE <br> Swap + 0.780%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 575471 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/09/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 05/26/28, (3-mo. EURIBOR + <br> 1.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1107777 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/25/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227867 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 552095 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 563245 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 314083 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/19/32, (3-mo. EURIBOR + <br> 1.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/27/36, (3-mo. EURIBOR + <br> 1.350%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/05/37, (1-year EURIBOR ICE <br> Swap + 1.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/09/32, (3-mo. EURIBOR + <br> 1.724%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238249 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/24/36 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 367292 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 848910 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 369400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/08/36, (5-year EURIBOR ICE <br> Swap + 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 05/30/34, (5-year EUR Swap + <br> 3.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 748378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/23/33, (5-year EUR Swap + <br> 3.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 122587 |
| &nbsp;&nbsp;&nbsp; Caja Rural de Navarra SCC, 3.00%, <br> 04/23/33<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227841 |
| Cellnex Finance Co. SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 552952 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1193174 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 616028 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $344528 |
| Cepsa Finance SA, 0.75%, 02/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1303195 |
| Criteria Caixa SA, 3.25%, 02/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113775 |
| El Corte Ingles SA, 4.25%, 06/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238992 |
| Enagas Financiaciones SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 461095 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 671458 |
| ENW Finance PLC, 4.89%, 11/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 458469 |
| FCC Aqualia SA, 2.63%, 06/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 400275 |
| FCC Servicios Medio Ambiente Holding SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.66%, 12/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 395319 |
| &nbsp;&nbsp;&nbsp; 3.72%, 10/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346742 |
| Ferrovial Emisiones SA, 1.38%, 05/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339597 |
| Iberdrola Finanzas SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 205140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.58%, (5-year EUR Swap + <br> 1.676%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1327027 |
| &nbsp;&nbsp;&nbsp; 1.62%, 11/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219512 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225748 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114759 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 817381 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/18/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 465322 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/31/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 388125 |
| Iberdrola International BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series NC8, 2.25%, (5-year EUR Swap + <br> 2.574%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 327572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series NC9, 1.83%, (5-year EUR Swap + <br> 2.049%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317643 |
| &nbsp;&nbsp;&nbsp; Inmobiliaria Colonial Socimi SA, 0.75%, <br> 06/22/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 422909 |
| Inmobiliaria Colonial SOCIMI SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 10/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 880477 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341808 |
| Liberbank SA, 0.25%, 09/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 412851 |
| &nbsp;&nbsp;&nbsp; Mapfre SA, 4.38%, 03/31/47, (3-mo. <br> EURIBOR + 4.543%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 466211 |
| Merlin Properties SOCIMI SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/02/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | &nbsp;&nbsp; 368936 |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 195851 |
| Naturgy Finance Iberia SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226838 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 667187 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1590927 |
| &nbsp;&nbsp;&nbsp; NorteGas Energia Distribucion SAU, 2.07%, <br> 09/28/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 448230 |
| &nbsp;&nbsp;&nbsp; Programa Cedulas TDA Fondo de Titulizacion <br> de Activos<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/28/27 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352907 |
| &nbsp;&nbsp;&nbsp; Series A6, 4.25%, 04/10/31 | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1349219 |
| &nbsp;&nbsp;&nbsp; Red Electrica Financiaciones SA, 3.00%, <br> 01/17/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224568 |
| Redeia Corp. SA, 3.38%, 07/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343454 |
| Redexis SA, 4.38%, 05/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350845 |
| &nbsp;&nbsp;&nbsp; Repsol Europe Finance SARL, 0.88%, <br> 07/06/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 653662 |
| &nbsp;&nbsp;&nbsp; Repsol International Finance BV, 0.25%, <br> 08/02/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 656404 |
| &nbsp;&nbsp;&nbsp; Santander Consumer Bank AG, 0.05%, <br> 02/14/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 305933 |
| Santander Consumer Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 889113 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; $1059942 |
| &nbsp;&nbsp;&nbsp; Santander U.K. Group Holdings PLC, 2.42%, <br> 01/17/29, (1-year GBP Swap + <br> 1.250%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP850 | &nbsp;&nbsp; 1062715 |
| Santander U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221280 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568261 |
| Santander UK PLC, 3.00%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 289538 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 08/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 666848 |
| &nbsp;&nbsp;&nbsp; 1.46%, 04/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340387 |
| &nbsp;&nbsp;&nbsp; 1.72%, 01/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 559381 |
| &nbsp;&nbsp;&nbsp; 1.79%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220985 |
| &nbsp;&nbsp;&nbsp; 1.81%, 05/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 820450 |
| &nbsp;&nbsp;&nbsp; 1.96%, 07/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 110266 |
| &nbsp;&nbsp;&nbsp; 2.32%, 10/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112815 |
| &nbsp;&nbsp;&nbsp; 2.93%, 10/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457549 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 697441 |
| &nbsp;&nbsp;&nbsp; 3.72%, 01/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227442 |
| &nbsp;&nbsp;&nbsp; 3.94%, 06/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343332 |
| &nbsp;&nbsp;&nbsp; 4.06%, 01/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461093 |
| &nbsp;&nbsp;&nbsp; 4.18%, 11/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118123 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 404312 |
| TSB Bank PLC, 2.70%, 02/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1139322 |
| &nbsp;&nbsp;&nbsp; Unicaja Banco SA, 3.50%, 06/30/31, (6-mo. <br> EURIBOR + 2.875%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114768 |
| Werfen SA/Spain, 4.25%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119336 |
|  |  | &nbsp;&nbsp; 76083990 |
| **Supranational — 0.3%** | **Supranational — 0.3%** | **Supranational — 0.3%** |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 02/06/37 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 187720 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/10/31 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 566909 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/30 | &nbsp;&nbsp;&nbsp; AUD1,160 | &nbsp;&nbsp; 759211 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/24/28 | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1365962 |
| &nbsp;&nbsp;&nbsp; Asian Infrastructure Investment Bank (The), <br> 4.00%, 07/22/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1321935 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 790622 |
| &nbsp;&nbsp;&nbsp; 0.38%, 12/15/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 390720 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220266 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 557518 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1330994 |
| European Financial Stability Facility |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 930989 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1984865 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/30/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | &nbsp;&nbsp; 1563033 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,450 | &nbsp;&nbsp; 1674267 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,886 | &nbsp;&nbsp; 2136751 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1867293 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR730 | &nbsp;&nbsp; 844339 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 791329 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/21/28 | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 651240 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 683354 |
| European Stability Mechanism |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1165992 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,348 | &nbsp;&nbsp; 1558006 |
| European Union, 3.38%, 10/04/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,686 | &nbsp;&nbsp; 3060123 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/26 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 380888 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/17/29 | &nbsp;&nbsp;&nbsp; GBP357 | &nbsp;&nbsp; 470035 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; $265062 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 774813 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/24/28 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 322187 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/17/35 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 508632 |
| &nbsp;&nbsp;&nbsp; 1.20%, 08/08/34 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 986143 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/14/38 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 501894 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/13/38 | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 980634 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 682323 |
| &nbsp;&nbsp;&nbsp; International Development Association, <br> 3.20%, 01/18/44<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 542217 |
| International Finance Corp., 4.50%, 10/02/28 | &nbsp;&nbsp;&nbsp; GBP900 | &nbsp;&nbsp; 1205809 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341974 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR430 | &nbsp;&nbsp; 489730 |
| &nbsp;&nbsp;&nbsp; PartnerRe Ireland Finance DAC, 1.25%, <br> 09/15/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338391 |
|  |  | &nbsp;&nbsp; 35194170 |
| **Sweden — 0.7%** | **Sweden — 0.7%** | **Sweden — 0.7%** |
| Akelius Residential Property Financing BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203088 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 435348 |
| &nbsp;&nbsp;&nbsp; Alfa Laval Treasury International AB, 1.38%, <br> 02/18/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 218544 |
| Assa Abloy AB, 4.13%, 09/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238860 |
| &nbsp;&nbsp;&nbsp; Atlas Copco Finance DAC, 3.50%, <br> 04/01/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228746 |
| Balder Finland OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 211969 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 418599 |
| &nbsp;&nbsp;&nbsp; Castellum Helsinki Finance Holding Abp, <br> 0.88%, 09/17/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 311224 |
| Danske Hypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK8,000 | &nbsp;&nbsp; 842560 |
| &nbsp;&nbsp;&nbsp; Series 2512, 1.00%, 12/17/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK6,000 | &nbsp;&nbsp; 610406 |
| Ellevio AB, 3.75%, 05/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228789 |
| EQT AB, 2.88%, 04/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 327199 |
| Essity AB, 0.25%, 02/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 299996 |
| Essity Capital BV, 0.25%, 09/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 207560 |
| Fastighets AB Balder |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 277938 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 109252 |
| H&M Finance BV, 0.25%, 08/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 154444 |
| Heimstaden Bostad Treasury BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1730277 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/03/27 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334850 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 395500 |
| Hemso Treasury OYJ, 0.00%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR420 | &nbsp;&nbsp; 446990 |
| Investor AB |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 904763 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/20/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 172546 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353581 |
| &nbsp;&nbsp;&nbsp; Kommunalkredit Austria AG, 4.25%, <br> 04/01/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232638 |
| &nbsp;&nbsp;&nbsp; Lansforsakringar Bank AB, 3.75%, <br> 01/17/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 469771 |
| Lansforsakringar Hypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1058693 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK6,000 | &nbsp;&nbsp; 576675 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1147933 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK18,000 | &nbsp;&nbsp; $1864269 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1166386 |
| &nbsp;&nbsp;&nbsp; Series 519, 1.50%, 09/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK6,000 | &nbsp;&nbsp; 608723 |
| Molnlycke Holding AB |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118264 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235403 |
| Nordea Hypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | &nbsp;&nbsp; 401375 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/17/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK5,000 | &nbsp;&nbsp; 510113 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK24,000 | &nbsp;&nbsp; 2525439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5537, 1.00%, Series 5537, <br> 06/16/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK18,000 | &nbsp;&nbsp; 1796542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5539, 3.50%, Series 5539, <br> 10/26/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK10,000 | &nbsp;&nbsp; 1055652 |
| Sagax AB |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115885 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118782 |
| Sagax Euro Mtn NL BV, 0.75%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325854 |
| Sandvik AB, 0.38%, 11/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 956520 |
| &nbsp;&nbsp;&nbsp; SBAB Bank AB, 3.38%, 05/21/31, (1-day <br> SONIA + 1.810%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 573454 |
| Securitas AB, 0.25%, 02/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 592597 |
| Skandinaviska Enskilda Banken AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1235053 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 414368 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 555266 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 551207 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | &nbsp;&nbsp; 380146 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/11/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 680744 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 564946 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | &nbsp;&nbsp; 207377 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK30,000 | &nbsp;&nbsp; 3105387 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 512178 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1050248 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 887957 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/09/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 466079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/27/34, (5-year EURIBOR ICE <br> Swap + 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 299589 |
| &nbsp;&nbsp;&nbsp; Series 580, 1.00%, 12/17/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | &nbsp;&nbsp; 406931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 581, 0.50%, Series 581, <br> 12/16/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK4,000 | &nbsp;&nbsp; 399472 |
| SKF AB, 0.25%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 417900 |
| Stadshypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 421596 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 497250 |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/05/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223084 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK8,000 | &nbsp;&nbsp; 819870 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1373392 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | &nbsp;&nbsp; 421837 |
| &nbsp;&nbsp;&nbsp; Series 1590, 1.00%, 09/03/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | &nbsp;&nbsp; 204135 |
| &nbsp;&nbsp;&nbsp; Series 1591, 0.50%, 06/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK30,000 | &nbsp;&nbsp; 3024858 |
| &nbsp;&nbsp;&nbsp; Series 1592, 1.00%, 03/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK14,000 | &nbsp;&nbsp; 1403359 |
| &nbsp;&nbsp;&nbsp; Series 1594, 2.00%, 09/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK10,000 | &nbsp;&nbsp; 1007290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1595, 4.00%, Series 1595, <br> 05/02/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK50,000 | &nbsp;&nbsp; 5365069 |
| Svenska Handelsbanken AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317299 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 597473 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 456582 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227785 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/33, (5-year EUR Swap + <br> 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $115209 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 583674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/04/36, (5-year EURIBOR ICE <br> Swap + 1.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229764 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 351866 |
| Sveriges Sakerstallda Obligationer AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1013136 |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 263358 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 391357 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 213201 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK5,000 | &nbsp;&nbsp; 510330 |
| &nbsp;&nbsp;&nbsp; 2.73%, 02/12/30 | &nbsp;&nbsp;&nbsp; SEK19,000 | &nbsp;&nbsp; 1940999 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 468334 |
| &nbsp;&nbsp;&nbsp; Series 148, 0.25%, 06/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK24,000 | &nbsp;&nbsp; 2363239 |
| Swedbank AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 12/08/27, (1-year UK Government <br> Bond + 1.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP850 | &nbsp;&nbsp; 1078486 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568572 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 856029 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343780 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 956056 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133399 |
| Swedbank Hypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | &nbsp;&nbsp; 405859 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK12,000 | &nbsp;&nbsp; 1202143 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1124200 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | &nbsp;&nbsp; 207380 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1105063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 199, 3.00%, Series 199, <br> 03/28/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK20,000 | &nbsp;&nbsp; 2074427 |
| Tele2 AB, 2.13%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR525 | &nbsp;&nbsp; 590147 |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, 1.13%, <br> 02/08/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 781363 |
| Telia Co. AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 672236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/30/83, (5-year EUR Swap + <br> 1.946%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/21/82, (1-day SONIA + <br> 2.252%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117770 |
| Vattenfall AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 734590 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP610 | &nbsp;&nbsp; 885403 |
| Volvo Treasury AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 848009 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 265157 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 275442 |
|  |  | &nbsp;&nbsp; 78616876 |
| **Switzerland — 0.8%** | **Switzerland — 0.8%** | **Switzerland — 0.8%** |
| ABB Finance BV, 0.00%, 01/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR304 | &nbsp;&nbsp; 307870 |
| Adecco International Financial Services BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/21/82, (5-year EUR Swap + <br> 1.265%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219793 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR225 | &nbsp;&nbsp; 239543 |
| &nbsp;&nbsp;&nbsp; Argentum Netherlands BV for Givaudan SA, <br> 2.00%, 09/17/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 541489 |
| &nbsp;&nbsp;&nbsp; Argentum Netherlands BV for Zurich <br> Insurance Co. Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/19/49, (3-mo. EURIBOR + <br> 3.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112127 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/46, (3-mo. EURIBOR + <br> 3.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $229981 |
| &nbsp;&nbsp;&nbsp; Cloverie PLC for Zurich Insurance Co. Ltd., <br> 1.50%, 12/15/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 274065 |
| &nbsp;&nbsp;&nbsp; ELM BV for Swiss Life Insurance & Pension <br> Group, 4.50%, (3-mo. EURIBOR + <br> 5.100%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352208 |
| &nbsp;&nbsp;&nbsp; Firmenich Productions Participations SAS, <br> 1.75%, 04/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 544718 |
| Gatwick Funding Ltd., 3.63%, 10/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343060 |
| &nbsp;&nbsp;&nbsp; Givaudan Finance Europe BV, 1.63%, <br> 04/22/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 103316 |
| &nbsp;&nbsp;&nbsp; Helvetia Europe SA, 2.75%, 09/30/41, (5-year <br> EUR Swap + 3.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214213 |
| Holcim Finance Luxembourg SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 202662 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 741226 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 257760 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | &nbsp;&nbsp; 1538145 |
| IWG U.S. Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115752 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 248919 |
| &nbsp;&nbsp;&nbsp; Lonza Finance International NV, 3.50%, <br> 09/04/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340626 |
| &nbsp;&nbsp;&nbsp; Lunar Funding V for Swisscom AG, 1.13%, <br> 10/12/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR910 | &nbsp;&nbsp; 1024289 |
| &nbsp;&nbsp;&nbsp; Nestle Finance International Ltd., 0.38%, <br> 05/12/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 97412 |
| Novartis Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 756745 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR820 | &nbsp;&nbsp; 879793 |
| &nbsp;&nbsp;&nbsp; Pfandbriefbank schweizerischer <br> Hypothekarinstitute AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF3,100 | &nbsp;&nbsp; 3790621 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF3,000 | &nbsp;&nbsp; 3615735 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/10/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,950 | &nbsp;&nbsp; 1919233 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/26/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,400 | &nbsp;&nbsp; 1317215 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF200 | &nbsp;&nbsp; 236985 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/06/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF400 | &nbsp;&nbsp; 425949 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF100 | &nbsp;&nbsp; 135051 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/02/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF400 | &nbsp;&nbsp; 552577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 629, 0.50%, Series 629, <br> 10/05/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CHF500 | &nbsp;&nbsp; 593934 |
| &nbsp;&nbsp;&nbsp; Series 640, 0.38%, 09/23/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF200 | &nbsp;&nbsp; 216278 |
| &nbsp;&nbsp;&nbsp; Series 675, 0.00%, 06/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,700 | &nbsp;&nbsp; 3313286 |
| &nbsp;&nbsp;&nbsp; Series 682, 0.00%, 04/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,500 | &nbsp;&nbsp; 1841426 |
| &nbsp;&nbsp;&nbsp; Series 691, 0.25%, 03/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF200 | &nbsp;&nbsp; 216845 |
| &nbsp;&nbsp;&nbsp; Series 695, 0.00%, 10/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,000 | &nbsp;&nbsp; 2417280 |
| &nbsp;&nbsp;&nbsp; Series 696, 0.13%, 11/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,000 | &nbsp;&nbsp; 1183029 |
| &nbsp;&nbsp;&nbsp; Series 697, 0.00%, 05/20/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF5,240 | &nbsp;&nbsp; 5431514 |
| &nbsp;&nbsp;&nbsp; Series 700, 0.13%, 03/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF300 | &nbsp;&nbsp; 360495 |
| &nbsp;&nbsp;&nbsp; Pfandbriefzentrale der schweizerischen <br> Kantonalbanken AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,400 | &nbsp;&nbsp; 1711859 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF300 | &nbsp;&nbsp; 357818 |
| &nbsp;&nbsp;&nbsp; 1.85%, 11/26/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | &nbsp;&nbsp; 680673 |
| &nbsp;&nbsp;&nbsp; Series 483, 0.00%, 01/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,500 | &nbsp;&nbsp; 3070350 |
| &nbsp;&nbsp;&nbsp; Series 515, 0.10%, 12/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | &nbsp;&nbsp; 595523 |
| &nbsp;&nbsp;&nbsp; Series 519, 0.13%, 04/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF425 | &nbsp;&nbsp; 505173 |
| &nbsp;&nbsp;&nbsp; Series 524, 0.00%, 06/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF225 | &nbsp;&nbsp; 274617 |
| &nbsp;&nbsp;&nbsp; Series 526, 0.00%, 07/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,500 | &nbsp;&nbsp; 1801324 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp; Series 528, 0.00%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,300 | &nbsp;&nbsp; $2770180 |
| &nbsp;&nbsp;&nbsp; Series 529, 0.00%, 02/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,900 | &nbsp;&nbsp; 2309195 |
| &nbsp;&nbsp;&nbsp; Series 530, 0.00%, 03/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,925 | &nbsp;&nbsp; 3414591 |
| &nbsp;&nbsp;&nbsp; Series 531, 0.00%, 02/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF5,360 | &nbsp;&nbsp; 6006422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 538, 0.00%, Series 538, <br> 07/25/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CHF4,200 | &nbsp;&nbsp; 4993116 |
| Richemont International Holding SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 302615 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR710 | &nbsp;&nbsp; 765203 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/26/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 171984 |
| &nbsp;&nbsp;&nbsp; SIG Combibloc PurchaseCo Sarl, 3.75%, <br> 03/19/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116655 |
| Sika Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 316812 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 296069 |
| &nbsp;&nbsp;&nbsp; Swiss Life Finance I AG, Series ., 3.75%, <br> Series ., 03/24/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232021 |
| &nbsp;&nbsp;&nbsp; Swiss Life Finance II AG, 4.24%, 10/01/44, <br> (5-year EURIBOR ICE Swap + <br> 3.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350001 |
| &nbsp;&nbsp;&nbsp; Swiss Re Finance Luxembourg SA, 2.53%, <br> 04/30/50, (1-year EURIBOR ICE Swap + <br> 2.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328566 |
| Swisscom Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1403897 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/29/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1060899 |
| UBS AG/London |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225178 |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1065058 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,250 | &nbsp;&nbsp; 1248216 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 766626 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 11/05/28, (1-year EUR Swap + <br> 0.770%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1081874 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 606917 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 466177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 01/14/28, (1-year EURIBOR ICE <br> Swap + 0.770%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 777859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/03/29, (1-day SONIA + <br> 0.960%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 243168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/03/29, (1-day SONIA + <br> 0.960%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 486337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 11/15/29, (1-year UK Government <br> Bond + 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 612022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/12/30, (3-mo. EURIBOR + <br> 0.834%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/02/32, (1-year EUR Swap + <br> 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 558747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/12/34, (1-year EURIBOR ICE <br> Swap + 1.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 449073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 09/30/27, (1-year UK Government <br> Bond + 4.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 812888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/29, (1-year EUR Swap + <br> 1.260%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 448665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/29, (1-year EURIBOR ICE <br> Swap + 4.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 961424 |
| UBS Switzerland AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF460 | &nbsp;&nbsp; 548263 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 570704 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231169 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 700967 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| Zuercher Kantonalbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $224194 |
| &nbsp;&nbsp;&nbsp; 0.05%, 02/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | &nbsp;&nbsp; 596212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.16%, 06/08/29, (1-year EURIBOR ICE <br> Swap + 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 949060 |
| &nbsp;&nbsp;&nbsp; Zurich Finance Ireland Designated <br> Activity Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/17/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 181580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/23/52, (5-year UK Government <br> Bond + 4.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 647142 |
|  |  | &nbsp;&nbsp; 86890095 |
| **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** |
| &nbsp;&nbsp;&nbsp; Danmarks Skibskredit AS, 3.25%, <br> 03/25/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228976 |
| &nbsp;&nbsp;&nbsp; DP World Ltd./United Arab Emirates, 4.25%, <br> 09/25/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 447427 |
| &nbsp;&nbsp;&nbsp; Emirates NBD Bank PJSC, 5.91%, <br> 06/18/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD2,120 | &nbsp;&nbsp; 1410062 |
| MDGH GMTN RSC Ltd., 6.88%, 03/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133577 |
|  |  | &nbsp;&nbsp; 2220042 |
| **United Kingdom — 1.6%** | **United Kingdom — 1.6%** | **United Kingdom — 1.6%** |
| 3i Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/05/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 209130 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 910036 |
| &nbsp;&nbsp;&nbsp; Affinity Sutton Capital Markets PLC, 4.25%, <br> 10/08/42<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 215366 |
| Affordable Housing Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.89%, 08/11/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 746412 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/20/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 108761 |
| &nbsp;&nbsp;&nbsp; Anglian Water Osprey Financing PLC, 4.00%, <br> 03/08/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 261488 |
| Anglian Water Services Financing PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 461521 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/20/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 642352 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/12/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 890109 |
| &nbsp;&nbsp;&nbsp; Aspire Defence Finance PLC, Series B, <br> 4.67%, 03/31/40<br>| &nbsp;&nbsp;&nbsp; GBP308 | &nbsp;&nbsp; 385696 |
| &nbsp;&nbsp;&nbsp; Associated British Foods PLC, 2.50%, <br> 06/16/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 431914 |
| Assura Financing PLC, 3.00%, 07/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 683797 |
| Aster Treasury PLC, 4.50%, 12/18/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 280948 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.12%, 08/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115729 |
| &nbsp;&nbsp;&nbsp; 3.28%, 08/05/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114663 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR509 | &nbsp;&nbsp; 534424 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 595450 |
| Aviva PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR366 | &nbsp;&nbsp; 414335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/03/55, (5-year EUR Swap + <br> 1.301%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 111960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/28/56, (5-year EURIBOR ICE <br> Swap + 1.994%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 145931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/04/50, (1-day SONIA + <br> 4.022%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 653967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/20/58, (1-day SONIA + <br> 3.379%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 750122 |
| &nbsp;&nbsp;&nbsp; Babcock International Group PLC, 1.38%, <br> 09/13/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR425 | &nbsp;&nbsp; 472688 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.58%, 08/09/29, (1-year UK Government <br> Bond + 1.180%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; $1069949 |
| &nbsp;&nbsp;&nbsp; 2.17%, 06/23/27<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142923 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,050 | &nbsp;&nbsp; 1363070 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/17/33 | &nbsp;&nbsp;&nbsp; GBP1,250 | &nbsp;&nbsp; 1436858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 01/31/36, (1-year EURIBOR ICE <br> Swap + 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115206 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/08/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 298303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/08/35, (1-year EURIBOR ICE <br> Swap + 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 596606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 03/26/37, (5-year EURIBOR ICE <br> Swap + 2.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1060520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/31/36, (5-year EURIBOR ICE <br> Swap + 2.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 362070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 01/29/34, (1-year EUR Swap + <br> 2.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 882135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.09%, 11/06/29, (1-year GBP Swap + <br> 2.553%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1408183 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR776 | &nbsp;&nbsp; 856737 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 705795 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 943549 |
| &nbsp;&nbsp;&nbsp; BAT Netherlands Finance BV, 3.13%, <br> 04/07/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578816 |
| BG Energy Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222852 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 257912 |
| Blend Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.92%, 04/05/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 153208 |
| &nbsp;&nbsp;&nbsp; Series ETMN, 3.46%, 09/21/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 91199 |
| BP Capital Markets BV, 4.32%, 05/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 240448 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 11/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 277095 |
| &nbsp;&nbsp;&nbsp; 1.23%, 05/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 823570 |
| &nbsp;&nbsp;&nbsp; 1.57%, 02/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,335 | &nbsp;&nbsp; 1505471 |
| &nbsp;&nbsp;&nbsp; 1.59%, 07/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 611739 |
| &nbsp;&nbsp;&nbsp; 2.82%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR190 | &nbsp;&nbsp; 210952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, (5-year EUR Swap + <br> 3.780%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 629229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, (5-year UK Government Bond + <br> 3.887%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1301342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, , (5-year UK Government Bond + <br> 1.731%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133892 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 507148 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 540502 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1019312 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 516290 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 240765 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/23/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 690131 |
| &nbsp;&nbsp;&nbsp; Broadgate Financing PLC, Series C2, 5.10%, <br> 04/05/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP106 | &nbsp;&nbsp; 135602 |
| Bunzl Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 168213 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226802 |
| BUPA Finance PLC, 4.13%, 06/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 227658 |
| Burberry Group PLC, 5.75%, 06/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 266206 |
| Cadent Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 204866 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 491273 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/22/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; $183462 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/21/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 376841 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115289 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 480653 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 130019 |
| Cardiff University, 3.00%, 12/07/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 77451 |
| Catalyst Housing Ltd., 3.13%, 10/31/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 166124 |
| CCEP Finance Ireland DAC |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | &nbsp;&nbsp; 443363 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 381127 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/06/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 164240 |
| Centrica PLC, 7.00%, 09/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP295 | &nbsp;&nbsp; 431691 |
| &nbsp;&nbsp;&nbsp; Chancellor Masters & Scholars of The <br> University of Cambridge (The), 2.35%, <br> 06/27/78<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 124959 |
| &nbsp;&nbsp;&nbsp; Channel Link Enterprises Finance PLC, <br> Series A5, 3.04%, 06/30/50, (1-day SONIA <br> + 0.276%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 304053 |
| &nbsp;&nbsp;&nbsp; Church Commissioners for England, 3.63%, <br> 07/14/52<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 93758 |
| &nbsp;&nbsp;&nbsp; Circle Anglia Social Housing PLC, 7.25%, <br> 11/12/38<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 678385 |
| Citizen Treasury PLC, 3.25%, 10/20/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 85633 |
| &nbsp;&nbsp;&nbsp; CK Hutchison Europe Finance 21 Ltd., <br> 1.00%, 11/02/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 187980 |
| &nbsp;&nbsp;&nbsp; CK Hutchison Finance 16 Ltd., Series B, <br> 2.00%, 04/06/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 447901 |
| CK Hutchison Group Telecom Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR210 | &nbsp;&nbsp; 237139 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 431793 |
| Clarion Funding PLC, 2.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 681234 |
| &nbsp;&nbsp;&nbsp; Close Brothers Finance PLC, 1.63%, <br> 12/03/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 110086 |
| Clydesdale Bank PLC, 0.00%, 09/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 445806 |
| Coca-Cola Europacific Partners PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 12/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 474154 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 327723 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | &nbsp;&nbsp; 428513 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229646 |
| &nbsp;&nbsp;&nbsp; Compass Group Finance Netherlands BV, <br> 1.50%, 09/05/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 332330 |
| Compass Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231271 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340257 |
| Coventry Building Society |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 336173 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/12/30, (1-year UK Government <br> Bond + 1.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 545560 |
| &nbsp;&nbsp;&nbsp; Series ., 2.63%, Series ., 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455933 |
| CPUK Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.69%, 02/28/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 442907 |
| &nbsp;&nbsp;&nbsp; 6.14%, 02/28/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 271811 |
| &nbsp;&nbsp;&nbsp; DCC Group Finance Ireland DAC, 4.38%, <br> 06/27/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236850 |
| Derwent London PLC, 5.25%, 05/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133468 |
| Diageo Capital BV, 1.50%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328042 |
| Diageo Capital BV Co., 1.88%, 06/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 202515 |
| Diageo Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP850 | &nbsp;&nbsp; 1068582 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329613 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/08/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; $396824 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229878 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112307 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/30/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 108397 |
| DS Smith PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 471710 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 240761 |
| DWR Cymru Financing U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 595173 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/10/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 124279 |
| &nbsp;&nbsp;&nbsp; Eastern Power Networks PLC, 5.38%, <br> 10/02/39<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 126533 |
| easyJet FinCo BV, 1.88%, 03/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 503948 |
| easyJet PLC, 3.75%, 03/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116772 |
| Eversholt Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.74%, 06/30/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP462 | &nbsp;&nbsp; 515933 |
| &nbsp;&nbsp;&nbsp; 3.53%, 08/07/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 258050 |
| Experian Finance PLC, 3.51%, 12/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228778 |
| Gatwick Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 238770 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/05/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 229918 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/28/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 240416 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133142 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 450414 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 326165 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 193819 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 260144 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/19/33 | &nbsp;&nbsp;&nbsp; GBP278 | &nbsp;&nbsp; 382051 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/09/39 | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 498742 |
| &nbsp;&nbsp;&nbsp; Global Switch Holdings Ltd., 2.25%, <br> 05/31/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR610 | &nbsp;&nbsp; 689059 |
| Grainger PLC, 3.00%, 07/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 359739 |
| &nbsp;&nbsp;&nbsp; Great Rolling Stock Co. PLC (The), 6.88%, <br> 07/27/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 284238 |
| &nbsp;&nbsp;&nbsp; Greene King Finance PLC, 3.59%, <br> 03/15/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP116 | &nbsp;&nbsp; 142222 |
| Greensquareaccord Ltd., 5.25%, 11/30/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 173436 |
| &nbsp;&nbsp;&nbsp; Guinness Partnership Ltd. (The), 2.00%, <br> 04/22/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 117906 |
| &nbsp;&nbsp;&nbsp; Hammerson Ireland Finance DAC, 1.75%, <br> 06/03/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 730586 |
| Hammerson PLC, 5.88%, 10/08/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 129599 |
| Heathrow Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 310917 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR436 | &nbsp;&nbsp; 466933 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/14/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 197786 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/09/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 228458 |
| &nbsp;&nbsp;&nbsp; 3.73%, 04/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138474 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 121984 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/13/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1028483 |
| &nbsp;&nbsp;&nbsp; 6.45%, 12/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 422969 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 3.78%, 09/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143456 |
| &nbsp;&nbsp;&nbsp; Hexagon Housing Association Ltd., 3.63%, <br> 04/22/48<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 89305 |
| &nbsp;&nbsp;&nbsp; HSBC Bank Capital Funding Sterling 1 LP, <br> 5.84%, (1-day SONIA + 2.036%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 483393 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.77%, 11/13/31, (1-year EURIBOR ICE <br> Swap + 4.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 403319 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/22/28, (1-year GBP Swap + <br> 1.650%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP970 | &nbsp;&nbsp; $1243661 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/07/28 | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 637062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 05/13/30, (3-mo. EURIBOR + <br> 1.218%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1383146 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/25/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1098963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 09/25/30, (3-mo. EURIBOR + <br> 1.189%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 09/25/35, (3-mo. EURIBOR + <br> 1.458%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 05/13/34, (3-mo. EURIBOR + <br> 1.370%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 699291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 05/19/36, (5-year EURIBOR ICE <br> Swap + 3.171%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 583448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/22/35, (5-year EURIBOR ICE <br> Swap + 1.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 712312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 03/10/32, (3-mo. EURIBOR + <br> 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR678 | &nbsp;&nbsp; 833763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 05/23/33, (1-year EURIBOR ICE <br> Swap + 3.793%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 124034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 09/16/32, (5-year EUR Swap + <br> 1.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP650 | &nbsp;&nbsp; 867611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/22/33, (1-year EURIBOR ICE <br> Swap + 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 681101 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/29/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 445813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.21%, 03/21/34, (3-month BB Swap + <br> 2.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD550 | &nbsp;&nbsp; 365854 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1115757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 09/14/31, (3-mo. EURIBOR + <br> 1.600%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 285956 |
| &nbsp;&nbsp;&nbsp; Hyde Housing Association Ltd., 1.75%, <br> 08/18/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 213879 |
| ICG PLC, 2.50%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325658 |
| IG Group Holdings PLC, 3.13%, 11/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 494550 |
| Imperial Brands Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 198126 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 372074 |
| Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226794 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 509729 |
| Informa PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 109914 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 922453 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226485 |
| &nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC, 2.13%, <br> 05/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 793818 |
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines Group SA, <br> 3.75%, 03/25/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234614 |
| &nbsp;&nbsp;&nbsp; International Distribution Services PLC, <br> 5.25%, 09/14/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 120930 |
| &nbsp;&nbsp;&nbsp; Investec PLC, 1.88%, 07/16/28, (1-year UK <br> Government Bond + 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP900 | &nbsp;&nbsp; 1123597 |
| ITV PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 281912 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233256 |
| J Sainsbury PLC, 5.63%, 01/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 266234 |
| Just Group PLC, 6.88%, 03/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 404161 |
| Land Securities Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 127297 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP340 | &nbsp;&nbsp; 336583 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 252702 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Legal & General Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/26/49, (5-year UK Government <br> Bond + 4.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; $249512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/50, (5-year UK Government <br> Bond + 4.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 126875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/14/48, (5-year UK Government <br> Bond + 4.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP650 | &nbsp;&nbsp; 860184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/27/64, (5-year UK Government <br> Bond + 3.170%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 260800 |
| &nbsp;&nbsp;&nbsp; Libra Longhurst Group Treasury No. 2 PLC, <br> 3.25%, 05/15/43<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 90678 |
| LiveWest Treasury PLC, 1.88%, 02/18/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 55681 |
| &nbsp;&nbsp;&nbsp; Lloyds Bank Corporate Markets PLC, 3.25%, <br> 03/24/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 986498 |
| Lloyds Bank PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224242 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1395256 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/12/28, (5-year EUR Swap + <br> 2.696%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1267222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 12/03/35, (5-year UK Government <br> Bond + 2.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 576126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/24/30, (1-year EUR Swap + <br> 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/24/30, (1-year EUR Swap + <br> 1.500%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/06/30, (5-year EUR Swap + <br> 1.780%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/04/36, (1-year EUR Swap + <br> 1.280%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/14/32, (1-year EURIBOR ICE <br> Swap + 1.180%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/21/31, (1-year EUR Swap + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 736341 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/04/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 268834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/16/31, (5-year EURIBOR ICE <br> Swap + 1.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 534928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.09%, 08/31/33, (3-month BB Swap + <br> 2.900%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD250 | &nbsp;&nbsp; 169147 |
| Logicor U.K. PLC, 1.88%, 11/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 255631 |
| London & Quadrant Housing Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 273270 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 250911 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/28/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 158078 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/27/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 137734 |
| &nbsp;&nbsp;&nbsp; London & Quadrant Housing Trust Ltd., <br> 5.50%, 01/27/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 316966 |
| &nbsp;&nbsp;&nbsp; London Power Networks PLC, 3.84%, <br> 06/11/37<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228726 |
| London Stock Exchange Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 673045 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 164043 |
| Lseg Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229853 |
| &nbsp;&nbsp;&nbsp; 4.23%, 09/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 361750 |
| M&G PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.56%, 07/20/55, (5-year UK Government <br> Bond + 4.160%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP650 | &nbsp;&nbsp; 810894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/20/51, (5-year UK Government <br> Bond + 5.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP235 | &nbsp;&nbsp; 306427 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Manchester Airport Group Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/30/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; $377463 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116007 |
| Martlet Homes Ltd., 3.00%, 05/09/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 156153 |
| &nbsp;&nbsp;&nbsp; Metropolitan Funding PLC, 4.13%, <br> 04/05/48<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 99029 |
| Motability Operations Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/03/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 679423 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/18/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP850 | &nbsp;&nbsp; 667695 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 337242 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 805717 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/10/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP580 | &nbsp;&nbsp; 648667 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115071 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236790 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 527387 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 463600 |
| National Gas Transmission PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/14/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 136629 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133191 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution East <br> Midlands PLC, 3.95%, 09/20/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 237136 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution South <br> Wales PLC, 5.35%, 07/10/39<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 437454 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution South <br> West PLC, 2.38%, 05/16/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 549320 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution West <br> Midlands PLC, 5.75%, 04/16/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 953571 |
| National Grid Electricity Transmission PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/17/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP750 | &nbsp;&nbsp; 615361 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137835 |
| &nbsp;&nbsp;&nbsp; 5.27%, 01/18/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 118702 |
| &nbsp;&nbsp;&nbsp; National Grid North America Inc., 3.92%, <br> 06/03/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 631810 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 275147 |
| &nbsp;&nbsp;&nbsp; 4.28%, 01/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 653202 |
| Nationwide Building Society |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1008928 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 166813 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330372 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 514110 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338124 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457959 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343451 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 642782 |
| &nbsp;&nbsp;&nbsp; 3.31%, 05/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/27/36, (3-mo. EURIBOR + <br> 0.900%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/16/34, (3-mo. EURIBOR + <br> 1.700%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 709688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/29/28, (3-mo. EURIBOR + <br> 1.117%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 298379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 01/13/33, (3-mo. EURIBOR + <br> 0.980%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 606277 |
| &nbsp;&nbsp;&nbsp; Natwest Group PLC, 2.11%, 11/28/31, <br> (5-year UK Government Bond + <br> 1.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1022890 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.78%, 02/26/30, (3-mo. EURIBOR + <br> 0.949%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 954308 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.04%, 09/14/32, (5-year EUR Swap + <br> 1.270%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; $660100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 05/13/30, (3-mo. EURIBOR + <br> 1.540%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 09/12/32, (3-mo. EURIBOR + <br> 1.220%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 523444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 03/29/29, (1-year UK Government <br> Bond + 2.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 901147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 08/05/31, (1-year EURIBOR ICE <br> Swap + 0.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 02/25/35, (5-year EURIBOR ICE <br> Swap + 1.400%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 801644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 05/13/36, (5-year EURIBOR ICE <br> Swap + 1.830%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234416 |
| NatWest Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/12/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 737657 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345298 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133547 |
| &nbsp;&nbsp;&nbsp; Network Rail Infrastructure Finance PLC, <br> 4.75%, 11/29/35<br>| &nbsp;&nbsp;&nbsp; GBP1,100 | &nbsp;&nbsp; 1437927 |
| NewRiver REIT PLC, 3.50%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 252895 |
| NIE Finance PLC, 2.50%, 10/27/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 525450 |
| &nbsp;&nbsp;&nbsp; Northern Gas Networks Finance PLC, 6.13%, <br> 06/02/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 277164 |
| &nbsp;&nbsp;&nbsp; Northern Powergrid Northeast PLC, 1.88%, <br> 06/16/62<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 201680 |
| &nbsp;&nbsp;&nbsp; Northern Powergrid Yorkshire PLC, 2.25%, <br> 10/09/59<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 59960 |
| Northumbrian Water Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/11/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP210 | &nbsp;&nbsp; 267340 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 312927 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP850 | &nbsp;&nbsp; 1116867 |
| Notting Hill Genesis |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 92834 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/12/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 84846 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 240175 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/07/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 300050 |
| Optivo Finance PLC, 3.28%, 03/22/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 128802 |
| Orbit Capital PLC, 3.50%, 03/24/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 187458 |
| &nbsp;&nbsp;&nbsp; OSB Group PLC, 8.88%, 01/16/30, (1-year <br> UK Government Bond + 5.255%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 294590 |
| &nbsp;&nbsp;&nbsp; Paradigm Homes Charitable Housing <br> Association Ltd., 5.25%, 04/04/44<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 121208 |
| Paragon Treasury PLC, 2.00%, 05/07/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 92412 |
| Peabody Capital No. 2 PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 269584 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/14/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 168267 |
| Pearson Funding PLC, 5.38%, 09/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 130563 |
| &nbsp;&nbsp;&nbsp; Pension Insurance Corp. PLC, 5.63%, <br> 09/20/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP863 | &nbsp;&nbsp; 1145505 |
| Phoenix Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131197 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 196796 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 536196 |
| &nbsp;&nbsp;&nbsp; Places for People Homes Ltd., 3.63%, <br> 11/22/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 382716 |
| Places For People Treasury PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 341729 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/06/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 263367 |
| &nbsp;&nbsp;&nbsp; Platform HG Financing PLC, 1.93%, <br> 09/15/41<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 279386 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Prs Finance PLC, 2.00%, 01/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; $245980 |
| &nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury Services <br> Nederland BV, 0.75%, 05/19/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR416 | &nbsp;&nbsp; 432130 |
| Reckitt Benckiser Treasury Services PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 330789 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352848 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/14/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 595749 |
| RELX Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342144 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 414851 |
| &nbsp;&nbsp;&nbsp; Rentokil Initial Finance BV, 4.38%, <br> 06/27/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 359695 |
| &nbsp;&nbsp;&nbsp; RL Finance Bonds No. 4 PLC, 4.88%, <br> 10/07/49, (5-year UK Government Bond + <br> 5.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 215697 |
| Rothesay Life PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 326093 |
| &nbsp;&nbsp;&nbsp; 7.02%, 12/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 555362 |
| Sage Group PLC (The), 2.88%, 02/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 386813 |
| Saltaire Finance PLC, 4.82%, 12/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 665193 |
| Sanctuary Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/14/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 212548 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/23/39 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 290823 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 09/13/29, (1-year EUR Swap + <br> 0.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1067570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 08/25/28, (5-year EUR Swap + <br> 2.000%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 989462 |
| Santander U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 672531 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 463260 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 694314 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 204062 |
| Scottish Hydro Electric Transmission PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 579790 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1031679 |
| Scottish Widows Ltd., 7.00%, 06/16/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 272329 |
| Segro Capital SARL, 0.50%, 09/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 288093 |
| Segro PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP410 | &nbsp;&nbsp; 497204 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/06/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 121470 |
| Severn Trent Utilities Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 242837 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP750 | &nbsp;&nbsp; 866075 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 262877 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 288229 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/31/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 132255 |
| Sky Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/17/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 684744 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/21/27 | &nbsp;&nbsp;&nbsp; GBP650 | &nbsp;&nbsp; 882708 |
| Smiths Group PLC, 2.00%, 02/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 565465 |
| &nbsp;&nbsp;&nbsp; South Eastern Power Networks PLC, 5.63%, <br> 09/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1096910 |
| &nbsp;&nbsp;&nbsp; South West Water Finance PLC, 5.75%, <br> 12/11/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 270328 |
| Southern Gas Networks PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 462482 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230900 |
| Southern Housing, 3.50%, 10/19/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 268100 |
| &nbsp;&nbsp;&nbsp; Southern Housing Group Ltd., 2.38%, <br> 10/08/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 96138 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; Southern Water Services Finance Ltd., <br> 5.13%, 09/30/56<br>| &nbsp;&nbsp;&nbsp; GBP136 | &nbsp;&nbsp; $144368 |
| Sovereign Housing Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/04/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 71145 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 240651 |
| SP Transmission PLC, 2.00%, 11/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP473 | &nbsp;&nbsp; 529554 |
| SSE PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 522943 |
| &nbsp;&nbsp;&nbsp; 4.00%, (1-day SONIA + 2.621%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 520781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, , (3-mo. EURIBOR + <br> 1.480%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114883 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP280 | &nbsp;&nbsp; 411733 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 09/23/31, (5-year EUR Swap + <br> 1.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 335845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/03/27, (1-year EURIBOR ICE <br> Swap + 0.880%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR559 | &nbsp;&nbsp; 632089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.86%, 03/17/33, (3-mo. EURIBOR + <br> 0.800%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/04/32, (1-year EUR Swap + <br> 1.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 592379 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/18/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 232900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 05/10/31, (3-mo. EURIBOR + <br> 1.942%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 735150 |
| SW Finance I PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.19%, 03/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP575 | &nbsp;&nbsp; 782409 |
| &nbsp;&nbsp;&nbsp; 7.38%, 12/12/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 263840 |
| &nbsp;&nbsp;&nbsp; Series A4, 6.64%, 03/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP240 | &nbsp;&nbsp; 315463 |
| TC Dudgeon Ofto PLC, 3.16%, 11/12/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP82 | &nbsp;&nbsp; 93148 |
| Telereal Securitisation PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 12/10/33, (1-day SONIA + <br> 4.439%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 130197 |
| &nbsp;&nbsp;&nbsp; 3.56%, 12/10/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 243119 |
| Tesco Corporate Treasury Services PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/29/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338528 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 483363 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114194 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 120272 |
| &nbsp;&nbsp;&nbsp; Tesco Property Finance 3 PLC, 5.74%, <br> 04/13/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP690 | &nbsp;&nbsp; 909438 |
| &nbsp;&nbsp;&nbsp; Tesco Property Finance 6 PLC, 5.41%, <br> 07/13/44<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP86 | &nbsp;&nbsp; 108933 |
| THFC Funding No. 2 PLC, 6.35%, 07/08/41 | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 351141 |
| &nbsp;&nbsp;&nbsp; Together Housing Finance PLC, 4.50%, <br> 12/17/42<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 109479 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228335 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227904 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116100 |
| &nbsp;&nbsp;&nbsp; Unilever Finance Netherlands BV, 2.25%, <br> 05/16/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 105378 |
| Unilever PLC, 1.50%, 06/11/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 178146 |
| UNITE Group PLC (The), 5.63%, 06/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 134089 |
| United Utilities Water Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/10/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP750 | &nbsp;&nbsp; 635969 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 351301 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344307 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/22/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 229527 |
| University of Leeds, 3.13%, 12/19/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 84177 |
| University of Liverpool, 3.38%, 06/25/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 84922 |
| University of Oxford, 2.54%, 12/08/2117<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 213841 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; University of Southampton, 2.25%, <br> 04/11/57<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; $63205 |
| Urenco Finance NV, 3.25%, 06/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 454757 |
| Utmost Group PLC, 4.00%, 12/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 116339 |
| &nbsp;&nbsp;&nbsp; Virgin Money U.K. PLC, 7.63%, 08/23/29, <br> (1-year UK Government Bond + <br> 3.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 1000791 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 07/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 210399 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 106602 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/24/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 390794 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/02/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 110312 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 211320 |
| Vodafone International Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113747 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113533 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 520166 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113823 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/10/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221632 |
| Wales & West Utilities Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/28/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 155521 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 198234 |
| Wellcome Trust Ltd. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 672386 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/14/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 177995 |
| &nbsp;&nbsp;&nbsp; 2.52%, 02/07/2118<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 90362 |
| Wessex Water Services Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 254278 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 254278 |
| WHG Treasury PLC, 4.25%, 10/06/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 105972 |
| Whitbread Group PLC, 5.50%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 262291 |
| WPP Finance 2013, 4.00%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | &nbsp;&nbsp; 313898 |
| WPP Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR307 | &nbsp;&nbsp; 348733 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 419356 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 589412 |
| Yorkshire Building Society |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457243 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 10/11/30, (1-year UK Government <br> Bond + 2.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 251244 |
| Yorkshire Water Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 204612 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 465322 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 262114 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 132169 |
|  |  | &nbsp;&nbsp; 167922850 |
| **United States — 2.2%** | **United States — 2.2%** | **United States — 2.2%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/09/26 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 282437 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324552 |
| &nbsp;&nbsp;&nbsp; Abbott Ireland Financing DAC, 1.50%, <br> 09/27/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 566379 |
| AbbVie Inc., 0.75%, 11/18/27 | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 991690 |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 05/05/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 489500 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/14/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340224 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/14/37 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 275343 |
| &nbsp;&nbsp;&nbsp; Albemarle New Holding GmbH, 1.63%, <br> 11/25/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 218296 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/06/37 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; $902551 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/06/45 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 567442 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/54 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225815 |
| &nbsp;&nbsp;&nbsp; Series ., 3.00%, Series ., 05/06/33 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114004 |
| Altria Group Inc., 3.13%, 06/15/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337721 |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/19/27 | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1238624 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/21/29 | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1509954 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/23/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349805 |
| &nbsp;&nbsp;&nbsp; American International Group Inc., 1.88%, <br> 06/21/27<br>| &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 281873 |
| American Medical Systems Europe BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/08/28 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 665792 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/08/34 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 404612 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/08/34 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112743 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/08/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 580663 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 10/05/30 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 463253 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/22/26 | &nbsp;&nbsp;&nbsp; EUR325 | &nbsp;&nbsp; 370000 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/30/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578881 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/16/34 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118039 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/16/31 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 489692 |
| Amgen Inc., 4.00%, 09/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 581646 |
| &nbsp;&nbsp;&nbsp; Amphenol Corp., Series ., 3.13%, Series ., <br> 06/16/32<br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113403 |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/15/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 298275 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF250 | &nbsp;&nbsp; 311440 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/31/29 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 254626 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/31/42 | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 479185 |
| &nbsp;&nbsp;&nbsp; Aptiv PLC / Aptiv Global Financing Ltd., <br> 4.25%, 06/11/36<br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227357 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 05/19/28 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 444987 |
| &nbsp;&nbsp;&nbsp; 1.60%, 05/19/28 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 778727 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/19/32 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 475940 |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/05/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224496 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/17/29 | &nbsp;&nbsp;&nbsp; EUR755 | &nbsp;&nbsp; 853512 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/04/36 | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 921276 |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/17/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578229 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/25/25 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 108389 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/37 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349708 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/18/34 | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1327979 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 129303 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/25/47 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 103279 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/44 | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 667193 |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/25/48 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 106551 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 603086 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/30/40 | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 574316 |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 0.37%, 09/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 446658 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 543138 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 120656 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | &nbsp;&nbsp; 313866 |
| &nbsp;&nbsp;&nbsp; 4.76%, 04/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 126945 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 266673 |
| Avery Dennison Corp., 3.75%, 11/04/34 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112227 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.58%, 08/24/28, (3-mo. EURIBOR + <br> 0.760%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1261942 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 10/26/31, (3-mo. EURIBOR + <br> 0.940%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $401962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.69%, 03/22/31, (3-mo. EURIBOR + <br> 0.790%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1179826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 05/24/32, (3-mo. EURIBOR + <br> 0.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 405532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.66%, 04/25/28, (3-mo. EURIBOR + <br> 0.890%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 844507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.67%, 06/02/29, (1-year UK Government <br> Bond + 1.100%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 855337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 04/27/33, (3-mo. EURIBOR + <br> 1.200%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 331795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.26%, 01/28/31, (3-mo. EURIBOR + <br> 0.920%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1265988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 03/10/34, (3-mo. EURIBOR + <br> 1.110%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228447 |
| &nbsp;&nbsp;&nbsp; 3.62%, 03/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 434876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/31/29, (3-mo. EURIBOR + <br> 3.670%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1170195 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 1.98%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 106774 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.60%, 04/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 70677 |
| Baxter International Inc., 1.30%, 05/15/29 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 269258 |
| Becton Dickinson & Co., 3.83%, 06/07/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 584903 |
| Becton Dickinson Euro Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 0.33%, 08/13/28 | &nbsp;&nbsp;&nbsp; EUR725 | &nbsp;&nbsp; 773706 |
| &nbsp;&nbsp;&nbsp; 1.21%, 06/04/26 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339565 |
| &nbsp;&nbsp;&nbsp; 1.34%, 08/13/41 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 384377 |
| &nbsp;&nbsp;&nbsp; 4.03%, 06/07/36 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231952 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/18/30 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217007 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/18/34 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 514566 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/19/39 | &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 637492 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/59 | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 413909 |
| Berkshire Hathaway Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/15/41 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 207520 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/16/27 | &nbsp;&nbsp;&nbsp; EUR590 | &nbsp;&nbsp; 660561 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226751 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 978357 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114741 |
| &nbsp;&nbsp;&nbsp; Blackstone Property Partners Europe <br> Holdings SARL, 1.75%, 03/12/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 271516 |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/03/27 | &nbsp;&nbsp;&nbsp; EUR430 | &nbsp;&nbsp; 486891 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/03/27 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113230 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/21/37 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112460 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/21/45 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214753 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/26 | &nbsp;&nbsp;&nbsp; EUR535 | &nbsp;&nbsp; 623236 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/44 | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 985822 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/12/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 239941 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/12/33 | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 899780 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/09/38 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116200 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/31 | &nbsp;&nbsp;&nbsp; EUR525 | &nbsp;&nbsp; 644293 |
| BorgWarner Inc., 1.00%, 05/19/31 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 198550 |
| BP Capital Markets BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.47%, 09/21/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 235227 |
| &nbsp;&nbsp;&nbsp; 3.36%, 09/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346254 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.07%, 09/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 127817 |
| &nbsp;&nbsp;&nbsp; 5.77%, 05/25/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133742 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $337899 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/29/32 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 367745 |
| &nbsp;&nbsp;&nbsp; Caterpillar Financial Services Corp., 4.62%, <br> 02/28/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 532214 |
| CCF SFH SACA, 2.75%, 05/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1022139 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/15/31 | &nbsp;&nbsp;&nbsp; EUR330 | &nbsp;&nbsp; 343677 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/38 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 402461 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/08/27, (3-mo. EURIBOR + <br> 0.957%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 894663 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 434903 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1053370 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/26 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 127866 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/26 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 127866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/14/32, (3-month BB Swap + <br> 1.830%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 09/22/33, (3-mo. EURIBOR + <br> 1.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 238636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 09/22/33, (3-mo. EURIBOR + <br> 2.550%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 357954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 04/29/36, (3-mo. EURIBOR + <br> 3.150%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 703120 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/36 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231072 |
| &nbsp;&nbsp;&nbsp; 5.07%, 04/29/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 222773 |
| &nbsp;&nbsp;&nbsp; 7.38%, 09/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 609620 |
| &nbsp;&nbsp;&nbsp; CNH Industrial Finance Europe SA, 1.75%, <br> 03/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 508011 |
| CNH Industrial NV, 3.75%, 06/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349903 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 03/09/29 | &nbsp;&nbsp;&nbsp; EUR676 | &nbsp;&nbsp; 707822 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/09/41 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 231777 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/09/35 | &nbsp;&nbsp;&nbsp; EUR1,163 | &nbsp;&nbsp; 1142592 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/14/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 576814 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/37 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 336386 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/53 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 216013 |
| Colgate-Palmolive Co., 0.50%, 03/06/26 | &nbsp;&nbsp;&nbsp; EUR360 | &nbsp;&nbsp; 407170 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/14/29 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 103110 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/20/40 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 250305 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/20/36 | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 333579 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/26/32 | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1769770 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/26/36 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 453214 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/26/40 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 247487 |
| CRH Finance DAC, 1.38%, 10/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328603 |
| Crh Finance U.K. PLC, 4.13%, 12/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 388438 |
| CRH SMW Finance DAC, 4.25%, 07/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 475516 |
| Danaher Corp., 2.50%, 03/30/30 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226048 |
| DH Europe Finance II Sarl, 1.80%, 09/18/49 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 72671 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 0.45%, 03/18/28 | &nbsp;&nbsp;&nbsp; EUR275 | &nbsp;&nbsp; 297971 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/18/31 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 599041 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/18/39 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 168231 |
| DH Europe Finance SARL, 1.20%, 06/30/27 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 559069 |
| Digital Dutch Finco BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 534948 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 318731 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114477 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340285 |
| Digital Euro Finco LLC, 1.13%, 04/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219078 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Digital Intrepid Holding BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $388595 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 97998 |
| Digital Stout Holding LLC, 3.75%, 10/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 250374 |
| Dover Corp., 0.75%, 11/04/27 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329088 |
| Dow Chemical Co. (The), 1.13%, 03/15/32 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 388293 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/28 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 403026 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348718 |
| &nbsp;&nbsp;&nbsp; DXC Capital Funding DAC, 0.45%, <br> 09/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325603 |
| Eaton Capital ULC, 0.58%, 03/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 103344 |
| Eaton Capital UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234940 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231296 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/01/31 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 396984 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/14/51 | &nbsp;&nbsp;&nbsp; EUR575 | &nbsp;&nbsp; 368017 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/02/26 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 397667 |
| Emerson Electric Co., 3.50%, 03/15/37 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 283708 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/19/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230065 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 509023 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/22/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222220 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/03/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225558 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/19/34 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114896 |
| Equinix Inc., 0.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 274928 |
| Experian Europe DAC, 1.56%, 05/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 475746 |
| Experian Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226515 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 241559 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.84%, 06/26/32 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 342520 |
| &nbsp;&nbsp;&nbsp; 1.41%, 06/26/39 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 416373 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR307 | &nbsp;&nbsp; 311556 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/11/27 | &nbsp;&nbsp;&nbsp; EUR990 | &nbsp;&nbsp; 1117834 |
| Ferrovial Emisiones SA, 0.54%, 11/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 107021 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/03/28 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 377953 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/21/27 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 673445 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/21/39 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203264 |
| Fiserv Funding ULC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/32 | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 627146 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/36 | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 974236 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/01/30 | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 159987 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/31 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 357679 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/24/31 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 242303 |
| Ford Credit Canada Co., 6.38%, 11/10/28 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 300869 |
| Ford Credit Canada Co./Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.79%, 09/12/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142314 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/23/31 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 216892 |
| &nbsp;&nbsp;&nbsp; 5.67%, 02/20/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146535 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.07%, 08/21/30 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228767 |
| &nbsp;&nbsp;&nbsp; 4.17%, 11/21/28 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232211 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/14/30 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233011 |
| &nbsp;&nbsp;&nbsp; 4.87%, 08/03/27 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 707082 |
| &nbsp;&nbsp;&nbsp; 5.78%, 04/30/30 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 263930 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/28 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 613278 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| GA Global Funding Trust, 3.75%, 06/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $114957 |
| &nbsp;&nbsp;&nbsp; GE Capital European Funding Unlimited Co., <br> 4.63%, 02/22/27<br>| &nbsp;&nbsp;&nbsp; EUR50 | &nbsp;&nbsp; 58920 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/17/29 | &nbsp;&nbsp;&nbsp; EUR225 | &nbsp;&nbsp; 247245 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/17/37 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 583559 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 298211 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 10/23/30 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 467121 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/23/34 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346572 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.60%, 05/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 994456 |
| &nbsp;&nbsp;&nbsp; 0.65%, 09/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 320415 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230854 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | &nbsp;&nbsp; 1768563 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | &nbsp;&nbsp; 149029 |
| General Motors Financial of Canada Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/29 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149082 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/14/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149453 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/09/28 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 186722 |
| &nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital PLC, 1.63%, <br> 05/12/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 775278 |
| Global Payments Inc., 4.88%, 03/17/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 358732 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,117 | &nbsp;&nbsp; 1206875 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 210176 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 630675 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR455 | &nbsp;&nbsp; 516632 |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 515259 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 622929 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 438356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/33, (3-mo. EURIBOR + <br> 1.150%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1325067 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/10/28 | &nbsp;&nbsp;&nbsp; GBP795 | &nbsp;&nbsp; 1122490 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.01%, 02/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 209498 |
| Haleon Netherlands Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217562 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 207639 |
| Haleon U.K. Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 253461 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/29/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 213640 |
| Highland Holdings SARL |  |  |
| &nbsp;&nbsp;&nbsp; 0.32%, 12/15/26 | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1554942 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/19/27 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459741 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/10/32 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 293913 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/17/32 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117042 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/36 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343634 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/02/34 | &nbsp;&nbsp;&nbsp; EUR352 | &nbsp;&nbsp; 418285 |
| IHG Finance LLC, 3.63%, 09/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229479 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/22/30 | &nbsp;&nbsp;&nbsp; EUR260 | &nbsp;&nbsp; 287423 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/17/32 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 521129 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.30%, 11/02/26 | &nbsp;&nbsp;&nbsp; JPY100,000 | &nbsp;&nbsp; 654052 |
| &nbsp;&nbsp;&nbsp; 0.30%, 02/11/28 | &nbsp;&nbsp;&nbsp; EUR1,130 | &nbsp;&nbsp; 1222695 |
| &nbsp;&nbsp;&nbsp; 0.65%, 02/11/32 | &nbsp;&nbsp;&nbsp; EUR1,500 | &nbsp;&nbsp; 1460909 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/09/34 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 288607 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/09/34 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 96202 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/31 | &nbsp;&nbsp;&nbsp; EUR505 | &nbsp;&nbsp; 539392 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/10/30 | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1202864 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/10/33 | &nbsp;&nbsp;&nbsp; EUR1,350 | &nbsp;&nbsp; $1527913 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/10/37 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223800 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/06/31 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117403 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/10/45 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 324928 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/06/43 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 453208 |
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances Inc., <br> 1.80%, 09/25/26<br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339567 |
| John Deere Bank SA, 3.30%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 408247 |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp., 3.45%, <br> 07/16/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348904 |
| &nbsp;&nbsp;&nbsp; John Deere Cash Management SARL, <br> 2.20%, 04/02/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 378378 |
| John Deere Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.58%, 10/16/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143572 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/11/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148585 |
| &nbsp;&nbsp;&nbsp; 5.17%, 09/15/28 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 455984 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/35 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 398523 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/26/29 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344915 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/26/33 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114523 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232705 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/36 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 515348 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/26/37 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226752 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/26/45 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221645 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/26/55 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 439945 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC, 4.25%, <br> 05/23/35<br>| &nbsp;&nbsp;&nbsp; EUR430 | &nbsp;&nbsp; 519579 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 02/17/33, (3-mo. EURIBOR + <br> 0.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 531842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 11/04/32, (3-mo. EURIBOR + <br> 0.870%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 652880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.81%, 06/12/29, (3-mo. EURIBOR + <br> 0.950%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 503378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/28/33, (1-day SONIA + <br> 1.130%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 221179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 03/23/30, (3-mo. EURIBOR + <br> 1.130%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR963 | &nbsp;&nbsp; 1067295 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 520685 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 457800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 01/23/36, (3-mo. EURIBOR + <br> 1.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 06/06/28, (3-mo. EURIBOR + <br> 0.600%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 466637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 03/21/34, (5-year EURIBOR ICE <br> Swap + 1.650%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,900 | &nbsp;&nbsp; 2221032 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 1.90%, 03/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141374 |
| Kinder Morgan Inc., 2.25%, 03/16/27 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340659 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1298305 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222288 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131194 |
| Linde Finance BV, 0.25%, 05/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 660705 |
| Linde PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 462565 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/30/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 60670 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 735468 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 571230 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/18/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 333167 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116980 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/14/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338600 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/04/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $222455 |
| LKQ Dutch Bond BV, 4.13%, 03/13/31 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115855 |
| &nbsp;&nbsp;&nbsp; LYB International Finance II BV, 0.88%, <br> 09/17/26<br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 224044 |
| &nbsp;&nbsp;&nbsp; Marsh & McLennan Companies Inc., 1.98%, <br> 03/21/30<br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219465 |
| MassMutual Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113618 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145059 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 132508 |
| Mastercard Inc., 1.00%, 02/22/29 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 541512 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 06/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 451619 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 526521 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1008122 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 225660 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461797 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 219537 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118520 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353465 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 357341 |
| &nbsp;&nbsp;&nbsp; 4.86%, 05/21/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151266 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP375 | &nbsp;&nbsp; 525593 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/17/25 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 682945 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/17/29 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 252651 |
| Medtronic Global Holdings SCA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/15/32 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 96372 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/02/31 | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1069540 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/07/27 | &nbsp;&nbsp;&nbsp; EUR920 | &nbsp;&nbsp; 1030242 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/15/40 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 161944 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/02/49 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 363610 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/02/49 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 145444 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/15/34 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1141794 |
| Medtronic Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 10/15/29 | &nbsp;&nbsp;&nbsp; EUR225 | &nbsp;&nbsp; 265880 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/36 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 410074 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/43 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229402 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/53 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 447479 |
| Merck & Co. Inc., 2.50%, 10/15/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214892 |
| Metropolitan Life Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 279271 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231318 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113529 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 522680 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236660 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 472518 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 947183 |
| &nbsp;&nbsp;&nbsp; 4.64%, 04/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147733 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 536891 |
| Microsoft Corp., 2.63%, 05/02/33 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 279937 |
| &nbsp;&nbsp;&nbsp; MICROSOFT Corp. SR UNSECURED 12/28 <br> 3.125, 3.13%, 12/06/28<br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 350073 |
| &nbsp;&nbsp;&nbsp; Mohawk Capital Finance SA, 1.75%, <br> 06/12/27<br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 337070 |
| &nbsp;&nbsp;&nbsp; Molson Coors International LP, 3.44%, <br> 07/15/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144434 |
| &nbsp;&nbsp;&nbsp; Mondelez International Holdings Netherlands <br> BV, 0.88%, 10/01/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 699955 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/17/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 189057 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/17/41 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; $359661 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/08/27 | &nbsp;&nbsp;&nbsp; EUR281 | &nbsp;&nbsp; 316909 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/03/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 149050 |
| Moody's Corp., 0.95%, 02/25/30 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 366151 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/07/31, (3-mo. EURIBOR + <br> 0.720%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 611648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 04/29/33, (3-mo. EURIBOR + <br> 0.833%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR377 | &nbsp;&nbsp; 371647 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/09/27 | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 642671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/07/32, (3-mo. EURIBOR + <br> 1.245%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR531 | &nbsp;&nbsp; 596380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/07/32, (3-mo. EURIBOR + <br> 1.245%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 03/21/30, (3-mo. EURIBOR + <br> 1.037%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1409539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/21/35, (3-mo. EURIBOR + <br> 1.242%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 702533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/22/36, (3-mo. EURIBOR + <br> 1.553%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117577 |
| &nbsp;&nbsp;&nbsp; 4.66%, 03/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 03/02/29, (3-mo. EURIBOR + <br> 1.304%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 1016096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.79%, 11/18/33, (5-year EUR Swap + <br> 3.774%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 276475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 3.52%, Series ., 05/22/31, (3-mo. <br> EURIBOR + 1.582%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 638600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 0, 5.21%, Series 0, 10/24/35, <br> (1-day SONIA + 1.456%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1043281 |
| MSD Netherlands Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/37 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338242 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/30/44 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328715 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/30/54 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 314468 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/13/30 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 312771 |
| &nbsp;&nbsp;&nbsp; 0.90%, 07/30/33 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 327370 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/28/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219319 |
| National Grid North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 510015 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 700586 |
| &nbsp;&nbsp;&nbsp; 4.06%, 09/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346108 |
| Nestle Capital Corp., 4.75%, 03/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 127158 |
| Nestle Finance International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 280013 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR726 | &nbsp;&nbsp; 668878 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR336 | &nbsp;&nbsp; 353964 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | &nbsp;&nbsp; 302708 |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/14/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,225 | &nbsp;&nbsp; 954853 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 327726 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 243474 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 332441 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113759 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 577849 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/14/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 331284 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 129028 |
| Nestle Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF900 | &nbsp;&nbsp; 1108149 |
| &nbsp;&nbsp;&nbsp; 2.19%, 01/26/29 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 557863 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP650 | &nbsp;&nbsp; 756965 |
| Netflix Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 118461 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; $835570 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/29 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 121819 |
| New York Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 497946 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1114762 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP560 | &nbsp;&nbsp; 710619 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227972 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232737 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117940 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346649 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 405952 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/26 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 294649 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/12/35 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145721 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/30/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151131 |
| &nbsp;&nbsp;&nbsp; 6.04%, 06/17/55<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 325489 |
| NIBC Bank NV, 0.13%, 04/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 97708 |
| &nbsp;&nbsp;&nbsp; Northwestern Mutual Global Funding, 4.88%, <br> 12/12/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 134455 |
| Novo Banco SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1144469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/22/31, (3-mo. EURIBOR + <br> 1.050%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346664 |
| &nbsp;&nbsp;&nbsp; Omnicom Capital Holdings PLC, 2.25%, <br> 11/22/33<br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 211001 |
| &nbsp;&nbsp;&nbsp; Omnicom Finance Holdings PLC, 3.70%, <br> 03/06/32<br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348153 |
| &nbsp;&nbsp;&nbsp; Oncor Electric Delivery Co. LLC, 3.50%, <br> 05/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233234 |
| &nbsp;&nbsp;&nbsp; Pacific Life Global Funding II, 4.20%, <br> 07/29/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145579 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.40%, 10/09/32 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 282825 |
| &nbsp;&nbsp;&nbsp; 1.05%, 10/09/50 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 193300 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/18/31 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 517820 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/28/37 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226063 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/22/34 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 361673 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/28/55 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113793 |
| Pfizer Inc., 6.50%, 06/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 432641 |
| Pfizer Netherlands International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/19/29 | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1264530 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/19/37 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 936452 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/19/45 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116575 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 08/01/39 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 326419 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/09/36 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 191686 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/06/32 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225071 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/29 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341754 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/04/32 | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1587250 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.35%, 05/05/30 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 511672 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/30/28 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 549591 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/30/38 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 289496 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/29/34 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 689378 |
| Prologis Euro Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/10/27 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 326281 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/16/32 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 337045 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/08/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214862 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/06/35 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 406073 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/08/34 | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 145556 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/49 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $68078 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/49 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 68078 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/05/29 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 554146 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/43 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 281858 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/23/33 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 123119 |
| &nbsp;&nbsp;&nbsp; Prologis International Funding II SA, 0.88%, <br> 07/09/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317186 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/15/33 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 435860 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/04/40 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 128018 |
| &nbsp;&nbsp;&nbsp; Public Storage Operating Co., 0.88%, <br> 01/24/32<br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 196842 |
| PVH Corp., 3.13%, 12/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459755 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/14/42 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 83410 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/20/31 | &nbsp;&nbsp;&nbsp; EUR175 | &nbsp;&nbsp; 199660 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/06/30 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 246069 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/29 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 133257 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/05/31 | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 680542 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/05/39 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131444 |
| &nbsp;&nbsp;&nbsp; Series ., 3.88%, Series ., 06/20/35 | &nbsp;&nbsp;&nbsp; EUR225 | &nbsp;&nbsp; 257523 |
| &nbsp;&nbsp;&nbsp; Robert Bosch Finance LLC, 2.75%, <br> 05/28/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229453 |
| Roche Finance Europe BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 351048 |
| &nbsp;&nbsp;&nbsp; 3.23%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 585661 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348439 |
| &nbsp;&nbsp;&nbsp; 3.56%, 05/03/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330750 |
| &nbsp;&nbsp;&nbsp; 3.59%, 12/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 578014 |
| RTX Corp., 2.15%, 05/18/30 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 109576 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 543952 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 292795 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 108161 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568014 |
| &nbsp;&nbsp;&nbsp; Series 12FX, 1.38%, 03/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1291717 |
| Schlumberger Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 488028 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 563771 |
| Schneider Electric SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 03/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 421405 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 673001 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568083 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 590680 |
| &nbsp;&nbsp;&nbsp; Shell International Finance BV, 1.75%, <br> 09/10/52<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 117117 |
| &nbsp;&nbsp;&nbsp; Simon International Finance SCA, 1.13%, <br> 03/19/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 287606 |
| &nbsp;&nbsp;&nbsp; Southern Co. (The), 1.88%, 09/15/81, (5-year <br> EUR Swap + 2.108%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 605727 |
| Stellantis NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 663161 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1107512 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 455471 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 422462 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | &nbsp;&nbsp; 482931 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/06/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | &nbsp;&nbsp; 365940 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/30/30 | &nbsp;&nbsp;&nbsp; EUR560 | &nbsp;&nbsp; 628342 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/11/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 573672 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/11/36 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113573 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Swiss Re Finance U.K. PLC, 2.71%, <br> 06/04/52, (1-year EUR Swap + <br> 3.750%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $318985 |
| Thermo Fisher Scientific Finance I BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 10/18/30 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 513323 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/18/33 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 483535 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/18/41 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 411377 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/18/51 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 148128 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; EUR575 | &nbsp;&nbsp; 624721 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/01/31 | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 552665 |
| &nbsp;&nbsp;&nbsp; 1.40%, 01/23/26 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227305 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/01/39 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 256401 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/01/49 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 331156 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/15/32 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 273537 |
| &nbsp;&nbsp;&nbsp; 3.65%, 11/21/34 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117067 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/42 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 111379 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/02/31 | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 464081 |
| Timken Co. (The), 4.13%, 05/23/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229968 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/11/32 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226395 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/11/37 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220443 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/08/29 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 117089 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/08/32 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349688 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/11/45 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 320260 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/08/36 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230387 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 433346 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 392303 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 883152 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 354394 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 598384 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 272788 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp, 4.01%, 05/21/32, (3-mo. <br> EURIBOR + 1.200%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236352 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 307288 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/12/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 238548 |
| Upjohn Finance BV, 1.91%, 06/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 393387 |
| Ventas Canada Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/04/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142690 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/05/29 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 300857 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/21/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150770 |
| Verallia SA, 3.88%, 11/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114055 |
| Veralto Corp., 4.15%, 09/19/31 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 119241 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/22/29 | &nbsp;&nbsp;&nbsp; EUR627 | &nbsp;&nbsp; 658166 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF400 | &nbsp;&nbsp; 498083 |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/18/33 | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1128501 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/27/26 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 395183 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/02/28 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 549761 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/18/40 | &nbsp;&nbsp;&nbsp; EUR639 | &nbsp;&nbsp; 555307 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/22/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 140954 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/01/31 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 884755 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/23/31 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 115693 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/27/36 | &nbsp;&nbsp;&nbsp; GBP450 | &nbsp;&nbsp; 485141 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/28/36 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114661 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/22/51 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 60731 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 129423 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/17/34 | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 1017364 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/31/34 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $373597 |
| &nbsp;&nbsp;&nbsp; Series 20Y, 2.88%, 01/15/38 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 514186 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.50%, 05/16/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MPLE, 3.63%, Series MPLE, <br> 05/16/50<br>| &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 226634 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 669685 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 214709 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228949 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/37 | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 972508 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/21/29 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 750218 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 766577 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/19/30 | &nbsp;&nbsp;&nbsp; GBP395 | &nbsp;&nbsp; 557030 |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. (The), Series MPLE, 3.06%, <br> 03/30/27<br>| &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143993 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 101229 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 894164 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 676938 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 504850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.74%, 05/04/30, (3-mo. EURIBOR + <br> 1.850%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR920 | &nbsp;&nbsp; 1004135 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 340195 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 245476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 04/26/28, (1-day SONIA + <br> 1.280%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 712938 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 253366 |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/36 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/22/32, (3-mo. EURIBOR + <br> 1.220%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 764151 |
| &nbsp;&nbsp;&nbsp; 5.08%, 04/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 148552 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.49%, 02/18/27 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 214121 |
| Welltower OP LLC, 4.80%, 11/20/28 | &nbsp;&nbsp;&nbsp; GBP700 | &nbsp;&nbsp; 929400 |
| WMG Acquisition Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 106273 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113203 |
| WP Carey Inc., 4.25%, 07/23/32 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 473013 |
| WPC Eurobond BV, 1.35%, 04/15/28 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219839 |
| &nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings Inc., 3.52%, <br> 12/15/32<br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227715 |
|  |  | &nbsp;&nbsp; 234831394 |
| **Total Corporate Bonds & Notes — 18.0%** <br>**(Cost: $1,885,500,928)** | **Total Corporate Bonds & Notes — 18.0%** <br>**(Cost: $1,885,500,928)** | &nbsp;&nbsp; 1922678497 |
| **Foreign Government Obligations** | **Foreign Government Obligations** | **Foreign Government Obligations** |
| **Andorra — 0.0%** | **Andorra — 0.0%** | **Andorra — 0.0%** |
| &nbsp;&nbsp;&nbsp; Andorra International Bond, 1.25%, <br> 05/06/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 101945 |
| **Australia — 2.4%** | **Australia — 2.4%** | **Australia — 2.4%** |
| Airservices Australia, 5.40%, 11/15/28 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 133514 |
| Australia Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD24,209 | &nbsp;&nbsp; 15062968 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,000 | &nbsp;&nbsp; 2237479 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD18,690 | &nbsp;&nbsp; 10126719 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/21/32 | &nbsp;&nbsp;&nbsp; AUD12,166 | &nbsp;&nbsp; 6590392 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD17,430 | &nbsp;&nbsp; 9882347 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD6,061 | &nbsp;&nbsp; 3349119 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/21/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD7,266 | &nbsp;&nbsp; 2480279 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD9,326 | &nbsp;&nbsp; $5812738 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/30 | &nbsp;&nbsp;&nbsp; AUD12,581 | &nbsp;&nbsp; 7699273 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD27,219 | &nbsp;&nbsp; 17256504 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD12,074 | &nbsp;&nbsp; 7596627 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD13,412 | &nbsp;&nbsp; 8352157 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD705 | &nbsp;&nbsp; 398181 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/21/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD9,249 | &nbsp;&nbsp; 4698209 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,030 | &nbsp;&nbsp; 2390463 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,956 | &nbsp;&nbsp; 2392638 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD9,399 | &nbsp;&nbsp; 5994210 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,717 | &nbsp;&nbsp; 2079522 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD15,436 | &nbsp;&nbsp; 9378308 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD5,351 | &nbsp;&nbsp; 3336859 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/21/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,629 | &nbsp;&nbsp; 1593571 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,800 | &nbsp;&nbsp; 2458777 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,000 | &nbsp;&nbsp; 1922587 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,680 | &nbsp;&nbsp; 1714718 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD13,310 | &nbsp;&nbsp; 8826184 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD7,571 | &nbsp;&nbsp; 4977832 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/21/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,150 | &nbsp;&nbsp; 1956622 |
| Australian Capital Territory |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 165897 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD60 | &nbsp;&nbsp; 38231 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 621550 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 661646 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/23/35 | &nbsp;&nbsp;&nbsp; AUD1,850 | &nbsp;&nbsp; 1176881 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/23/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 194077 |
| &nbsp;&nbsp;&nbsp; Canadian Government Bond, 1.50%, <br> 06/01/31<br>| &nbsp;&nbsp;&nbsp; CAD12,080 | &nbsp;&nbsp; 7956215 |
| Housing Australia, 1.52%, 05/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 286810 |
| New South Wales Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/20/30 | &nbsp;&nbsp;&nbsp; AUD1,530 | &nbsp;&nbsp; 856328 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,400 | &nbsp;&nbsp; 1838933 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD5,825 | &nbsp;&nbsp; 2959626 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/31 | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 575480 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/08/33 | &nbsp;&nbsp;&nbsp; AUD3,320 | &nbsp;&nbsp; 1790556 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/40 | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 130093 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/07/41 | &nbsp;&nbsp;&nbsp; AUD1,050 | &nbsp;&nbsp; 449839 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 227411 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD5,600 | &nbsp;&nbsp; 3567526 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/28 | &nbsp;&nbsp;&nbsp; AUD4,040 | &nbsp;&nbsp; 2558073 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,390 | &nbsp;&nbsp; 875687 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,350 | &nbsp;&nbsp; 845803 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD800 | &nbsp;&nbsp; 516026 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/20/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,458 | &nbsp;&nbsp; 1490391 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,950 | &nbsp;&nbsp; 1887999 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,090 | &nbsp;&nbsp; 1968245 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,250 | &nbsp;&nbsp; 2651388 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/24/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,600 | &nbsp;&nbsp; 1676859 |
| Northern Territory Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/21/29 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 239571 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/32 | &nbsp;&nbsp;&nbsp; AUD900 | &nbsp;&nbsp; 506254 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/21/27 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 253457 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/21/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 102848 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/21/34 | &nbsp;&nbsp;&nbsp; AUD1,200 | &nbsp;&nbsp; 779207 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/21/37 | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 196892 |
| Queensland Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/10/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD650 | &nbsp;&nbsp; 357964 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/02/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD700 | &nbsp;&nbsp; 377405 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/20/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD750 | &nbsp;&nbsp; 396768 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/21/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,710 | &nbsp;&nbsp; 955471 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/20/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD2,030 | &nbsp;&nbsp; $1015077 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/22/33 | &nbsp;&nbsp;&nbsp; AUD2,550 | &nbsp;&nbsp; 1349936 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/41<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 412393 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,320 | &nbsp;&nbsp; 2048075 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/20/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD950 | &nbsp;&nbsp; 601499 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/21/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,273 | &nbsp;&nbsp; 809430 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/21/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD50 | &nbsp;&nbsp; 31792 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/21/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD5,942 | &nbsp;&nbsp; 3740555 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 794487 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/21/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,300 | &nbsp;&nbsp; 816984 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/21/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD700 | &nbsp;&nbsp; 439915 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/20/47<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 155556 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 644546 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/22/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD4,350 | &nbsp;&nbsp; 2697144 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/02/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,500 | &nbsp;&nbsp; 969514 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/21/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,750 | &nbsp;&nbsp; 1104993 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/21/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,040 | &nbsp;&nbsp; 679047 |
| &nbsp;&nbsp;&nbsp; South Australian Government <br> Financing Authority<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,550 | &nbsp;&nbsp; 845365 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 151434 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/23/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD700 | &nbsp;&nbsp; 337637 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/30 | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 610014 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD350 | &nbsp;&nbsp; 222546 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,000 | &nbsp;&nbsp; 1296342 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,850 | &nbsp;&nbsp; 1212175 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/24/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,740 | &nbsp;&nbsp; 1068143 |
| Tasmanian Public Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD550 | &nbsp;&nbsp; 324039 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 56207 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/25/35 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 251620 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/23/36 | &nbsp;&nbsp;&nbsp; AUD1,250 | &nbsp;&nbsp; 805315 |
| Treasury Corp. of Victoria |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/20/25 | &nbsp;&nbsp;&nbsp; AUD1,950 | &nbsp;&nbsp; 1242660 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/19/27 | &nbsp;&nbsp;&nbsp; AUD2,500 | &nbsp;&nbsp; 1526321 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/20/30 | &nbsp;&nbsp;&nbsp; AUD6,960 | &nbsp;&nbsp; 3923226 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/31 | &nbsp;&nbsp;&nbsp; AUD4,340 | &nbsp;&nbsp; 2377408 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/17/35 | &nbsp;&nbsp;&nbsp; AUD2,500 | &nbsp;&nbsp; 1223179 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/20/37 | &nbsp;&nbsp;&nbsp; AUD1,440 | &nbsp;&nbsp; 650046 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD8,120 | &nbsp;&nbsp; 4369119 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/34 | &nbsp;&nbsp;&nbsp; AUD4,160 | &nbsp;&nbsp; 2147478 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/41 | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 123941 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/50 | &nbsp;&nbsp;&nbsp; AUD700 | &nbsp;&nbsp; 246962 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/22/29 | &nbsp;&nbsp;&nbsp; AUD2,890 | &nbsp;&nbsp; 1758575 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,760 | &nbsp;&nbsp; 1107408 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/20/32 | &nbsp;&nbsp;&nbsp; AUD4,120 | &nbsp;&nbsp; 2609916 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/36 | &nbsp;&nbsp;&nbsp; AUD5,080 | &nbsp;&nbsp; 3172836 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/44 | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 305710 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/17/26 | &nbsp;&nbsp;&nbsp; AUD3,300 | &nbsp;&nbsp; 2175656 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/39 | &nbsp;&nbsp;&nbsp; AUD2,100 | &nbsp;&nbsp; 1356784 |
| Western Australian Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/22/30 | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 284611 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/22/31 | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 559787 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,250 | &nbsp;&nbsp; 642847 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,900 | &nbsp;&nbsp; 1176530 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD900 | &nbsp;&nbsp; 575571 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,540 | &nbsp;&nbsp; 979842 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD750 | &nbsp;&nbsp; 477481 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/20/33 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 253609 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/21/32 | &nbsp;&nbsp;&nbsp; AUD700 | &nbsp;&nbsp; 455924 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,150 | &nbsp;&nbsp; $1378487 |
|  |  | &nbsp;&nbsp; 255425898 |
| **Austria — 1.0%** | **Austria — 1.0%** | **Austria — 1.0%** |
| &nbsp;&nbsp;&nbsp; Autobahnen- und Schnell- <br> strassen-Finanzierungs AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 07/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 415571 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1111501 |
| &nbsp;&nbsp;&nbsp; KAF Karntner Ausgleichszahlungs-Fonds, <br> 0.00%, 01/14/32<sup>(a)(f)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 413621 |
| Republic of Austria Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/20/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,450 | &nbsp;&nbsp; 2603878 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/20/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,033 | &nbsp;&nbsp; 1056898 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/20/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,662 | &nbsp;&nbsp; 1648512 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/20/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,033 | &nbsp;&nbsp; 706213 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/20/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,978 | &nbsp;&nbsp; 1641090 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/20/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,900 | &nbsp;&nbsp; 12122124 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/20/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,342 | &nbsp;&nbsp; 2511203 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/20/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR432 | &nbsp;&nbsp; 463211 |
| &nbsp;&nbsp;&nbsp; 0.70%, 04/20/71<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,030 | &nbsp;&nbsp; 810090 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/20/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,944 | &nbsp;&nbsp; 5561267 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/20/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,417 | &nbsp;&nbsp; 2663784 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/20/51<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,630 | &nbsp;&nbsp; 1601410 |
| &nbsp;&nbsp;&nbsp; 0.85%, 06/30/2120<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR335 | &nbsp;&nbsp; 116735 |
| &nbsp;&nbsp;&nbsp; 0.90%, 02/20/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,639 | &nbsp;&nbsp; 8810404 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/20/47<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,458 | &nbsp;&nbsp; 2741758 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/02/86<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR981 | &nbsp;&nbsp; 527993 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/23/49<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,318 | &nbsp;&nbsp; 1926244 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR960 | &nbsp;&nbsp; 1095525 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/20/2117<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,491 | &nbsp;&nbsp; 999414 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/23/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,196 | &nbsp;&nbsp; 1310861 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/20/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,200 | &nbsp;&nbsp; 12844181 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/23/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1398860 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/20/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,680 | &nbsp;&nbsp; 3078675 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/20/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR689 | &nbsp;&nbsp; 791495 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/20/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,900 | &nbsp;&nbsp; 5592571 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/20/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,330 | &nbsp;&nbsp; 2643933 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/20/44<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,852 | &nbsp;&nbsp; 2021257 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/20/53<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,930 | &nbsp;&nbsp; 2008751 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,120 | &nbsp;&nbsp; 8003559 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/20/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,221 | &nbsp;&nbsp; 1456517 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/26/62<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,235 | &nbsp;&nbsp; 2603672 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,140 | &nbsp;&nbsp; 3923249 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; EUR958 | &nbsp;&nbsp; 1179164 |
| State of Lower Austria |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/30/36 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334766 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/04/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 236250 |
|  |  | &nbsp;&nbsp; 100976207 |
| **Belgium — 1.3%** | **Belgium — 1.3%** | **Belgium — 1.3%** |
| &nbsp;&nbsp;&nbsp; Belfius Bank SA, 5.25%, 04/19/33, (5-year <br> EUR Swap + 2.450%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 600182 |
| Communaute Francaise de Belgique |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 311053 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568567 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 334671 |
| Kingdom of Belgium Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/22/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,724 | &nbsp;&nbsp; 7330924 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/22/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,630 | &nbsp;&nbsp; 5433615 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/22/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,877 | &nbsp;&nbsp; 2918952 |
| &nbsp;&nbsp;&nbsp; 0.35%, 06/22/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,360 | &nbsp;&nbsp; 3245690 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/22/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,390 | &nbsp;&nbsp; 2440111 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Belgium (continued)** | **Belgium (continued)** | **Belgium (continued)** |
| &nbsp;&nbsp;&nbsp; 0.65%, 06/22/71<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,980 | &nbsp;&nbsp; $1385563 |
| &nbsp;&nbsp;&nbsp; 0.80%, 06/22/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,250 | &nbsp;&nbsp; 6970906 |
| &nbsp;&nbsp;&nbsp; 0.80%, 06/22/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,980 | &nbsp;&nbsp; 6562105 |
| &nbsp;&nbsp;&nbsp; 0.90%, 06/22/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,835 | &nbsp;&nbsp; 1980771 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/22/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,946 | &nbsp;&nbsp; 3056576 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/22/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,951 | &nbsp;&nbsp; 5014568 |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/22/53<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,190 | &nbsp;&nbsp; 1413985 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/22/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,411 | &nbsp;&nbsp; 2231351 |
| &nbsp;&nbsp;&nbsp; 1.60%, 06/22/47<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,566 | &nbsp;&nbsp; 2711669 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/22/50<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,907 | &nbsp;&nbsp; 2140566 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/22/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,344 | &nbsp;&nbsp; 1284027 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/22/66<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,048 | &nbsp;&nbsp; 1434553 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/22/57<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,307 | &nbsp;&nbsp; 1005298 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/22/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,640 | &nbsp;&nbsp; 6433790 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/22/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,610 | &nbsp;&nbsp; 8776878 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/22/39<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR890 | &nbsp;&nbsp; 929768 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/22/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR457 | &nbsp;&nbsp; 477420 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/22/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,461 | &nbsp;&nbsp; 3862288 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/22/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,687 | &nbsp;&nbsp; 3076833 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/22/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,240 | &nbsp;&nbsp; 4855144 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/22/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,448 | &nbsp;&nbsp; 1643295 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/22/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,451 | &nbsp;&nbsp; 3902038 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/22/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,253 | &nbsp;&nbsp; 2252852 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/22/42<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,830 | &nbsp;&nbsp; 5305335 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/22/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,154 | &nbsp;&nbsp; 1263709 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/22/55<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,092 | &nbsp;&nbsp; 5250472 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,701 | &nbsp;&nbsp; 1923503 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,970 | &nbsp;&nbsp; 2410501 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/28/41<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,905 | &nbsp;&nbsp; 4763436 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/28/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,868 | &nbsp;&nbsp; 3773511 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,977 | &nbsp;&nbsp; 7400897 |
| Ministeries Van de Vlaamse Gemeenschap |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 330731 |
| &nbsp;&nbsp;&nbsp; 0.30%, 10/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 484943 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/21/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 192611 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/13/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 352954 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/12/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 88884 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/11/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 77387 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 458667 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340651 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1354752 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1105276 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/12/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 208352 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 959736 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 590364 |
| &nbsp;&nbsp;&nbsp; 3.68%, 06/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1791683 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 807011 |
| Region Wallonne Belgium |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 477706 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/22/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 88579 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 566563 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 453569 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1777607 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 448940 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/22/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 314590 |
|  |  | &nbsp;&nbsp; 141948929 |
| **Bulgaria — 0.1%** | **Bulgaria — 0.1%** | **Bulgaria — 0.1%** |
| Bulgaria Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 403341 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/23/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 134352 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114722 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Bulgaria (continued)** | **Bulgaria (continued)** | **Bulgaria (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $231663 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111735 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1353143 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 574170 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587093 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 361618 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230829 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/18/45 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 670275 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/05/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 571988 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR560 | &nbsp;&nbsp; 687698 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 1004217 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/13/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 629012 |
|  |  | &nbsp;&nbsp; 7665856 |
| **Canada — 4.3%** | **Canada — 4.3%** | **Canada — 4.3%** |
| Canada Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; CAD6,210 | &nbsp;&nbsp; 4122785 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; CAD7,730 | &nbsp;&nbsp; 5038807 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/57 | &nbsp;&nbsp;&nbsp; CAD1,330 | &nbsp;&nbsp; 913875 |
| Canada Housing Trust No. 1 |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 12/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 705495 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD900 | &nbsp;&nbsp; 578313 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,800 | &nbsp;&nbsp; 1282297 |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,060 | &nbsp;&nbsp; 692824 |
| &nbsp;&nbsp;&nbsp; 1.55%, 12/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,800 | &nbsp;&nbsp; 1277705 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD650 | &nbsp;&nbsp; 422211 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD970 | &nbsp;&nbsp; 655923 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,160 | &nbsp;&nbsp; 829192 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,100 | &nbsp;&nbsp; 739217 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,590 | &nbsp;&nbsp; 1801406 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 1008223 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/15/25<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72037 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 1073441 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 249240 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 684477 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,300 | &nbsp;&nbsp; 932809 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD920 | &nbsp;&nbsp; 657731 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD5,020 | &nbsp;&nbsp; 3573164 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,040 | &nbsp;&nbsp; 2894410 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1451150 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 1059473 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,180 | &nbsp;&nbsp; 2970489 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,790 | &nbsp;&nbsp; 3479305 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 734017 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/35 | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1426279 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1453723 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,500 | &nbsp;&nbsp; 3329639 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 734568 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,500 | &nbsp;&nbsp; 1855891 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,570 | &nbsp;&nbsp; 1179779 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD5,000 | &nbsp;&nbsp; 3758629 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD5,000 | &nbsp;&nbsp; 3774941 |
| Canadian Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/01/30 | &nbsp;&nbsp;&nbsp; CAD9,859 | &nbsp;&nbsp; 6213005 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/01/26 | &nbsp;&nbsp;&nbsp; CAD17,640 | &nbsp;&nbsp; 12493539 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD5,577 | &nbsp;&nbsp; 3899237 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; CAD7,469 | &nbsp;&nbsp; 5264329 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; CAD9,812 | &nbsp;&nbsp; 6514133 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/01/26 | &nbsp;&nbsp;&nbsp; CAD970 | &nbsp;&nbsp; 692929 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/01/31 | &nbsp;&nbsp;&nbsp; CAD4,454 | &nbsp;&nbsp; 2933525 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; CAD4,967 | &nbsp;&nbsp; 3237743 |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/01/53 | &nbsp;&nbsp;&nbsp; CAD10,758 | &nbsp;&nbsp; 5062305 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; CAD5,000 | &nbsp;&nbsp; $3529136 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/32 | &nbsp;&nbsp;&nbsp; CAD521 | &nbsp;&nbsp; 347586 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD14,499 | &nbsp;&nbsp; 7398919 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/29 | &nbsp;&nbsp;&nbsp; CAD1,930 | &nbsp;&nbsp; 1359787 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,390 | &nbsp;&nbsp; 974048 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/32 | &nbsp;&nbsp;&nbsp; CAD15,355 | &nbsp;&nbsp; 10521955 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/01/27 | &nbsp;&nbsp;&nbsp; CAD18,630 | &nbsp;&nbsp; 13440656 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/27 | &nbsp;&nbsp;&nbsp; CAD14,332 | &nbsp;&nbsp; 10338668 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; CAD12,233 | &nbsp;&nbsp; 8729784 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD1,810 | &nbsp;&nbsp; 1255714 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/01/48 | &nbsp;&nbsp;&nbsp; CAD5,190 | &nbsp;&nbsp; 3176384 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/01/55 | &nbsp;&nbsp;&nbsp; CAD6,671 | &nbsp;&nbsp; 3947619 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/01/64 | &nbsp;&nbsp;&nbsp; CAD3,279 | &nbsp;&nbsp; 1890098 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/27 | &nbsp;&nbsp;&nbsp; CAD8,000 | &nbsp;&nbsp; 5793502 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/34 | &nbsp;&nbsp;&nbsp; CAD3,028 | &nbsp;&nbsp; 2121104 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/26 | &nbsp;&nbsp;&nbsp; CAD3,000 | &nbsp;&nbsp; 2178028 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/28 | &nbsp;&nbsp;&nbsp; CAD5,426 | &nbsp;&nbsp; 3961122 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/33 | &nbsp;&nbsp;&nbsp; CAD3,325 | &nbsp;&nbsp; 2382732 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/34 | &nbsp;&nbsp;&nbsp; CAD9,230 | &nbsp;&nbsp; 6571007 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD8,370 | &nbsp;&nbsp; 5942239 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/35 | &nbsp;&nbsp;&nbsp; CAD3,450 | &nbsp;&nbsp; 2439824 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; CAD6,610 | &nbsp;&nbsp; 4851866 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/29 | &nbsp;&nbsp;&nbsp; CAD5,370 | &nbsp;&nbsp; 3955036 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; CAD480 | &nbsp;&nbsp; 349781 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; CAD6,679 | &nbsp;&nbsp; 4695384 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/26 | &nbsp;&nbsp;&nbsp; CAD5,405 | &nbsp;&nbsp; 3948415 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; CAD12,780 | &nbsp;&nbsp; 9563204 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/41 | &nbsp;&nbsp;&nbsp; CAD9,063 | &nbsp;&nbsp; 6841684 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/37 | &nbsp;&nbsp;&nbsp; CAD4,919 | &nbsp;&nbsp; 4052458 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD6,240 | &nbsp;&nbsp; 5249562 |
| &nbsp;&nbsp;&nbsp; Canadian When Issued Government Bond, <br> 2.75%, 09/01/30<br>| &nbsp;&nbsp;&nbsp; CAD10,400 | &nbsp;&nbsp; 7394721 |
| CDP Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 281466 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1159733 |
| City of Montreal Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/01/41 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 107307 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/27 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 216661 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/01/36 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 161212 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/38 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 454988 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142560 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/33 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 147771 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/43 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138272 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/01/45 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143613 |
| City of Ottawa Ontario |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/51 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 47557 |
| &nbsp;&nbsp;&nbsp; 3.10%, 07/27/48 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 54873 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/02/34 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 212355 |
| &nbsp;&nbsp;&nbsp; 4.10%, 12/06/52 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 128467 |
| City of Toronto Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/25/40 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 212922 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/07/27 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 178810 |
| &nbsp;&nbsp;&nbsp; 2.80%, 11/22/49 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 102482 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/29/51 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 129459 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/28/35 | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 32786 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/48 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 55891 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/20/32 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 282302 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/01/52 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 66604 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/55 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 137669 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/29/54 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 276729 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146141 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| City of Winnipeg Canada, 4.65%, 06/01/64 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; $207389 |
| CPPIB Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR290 | &nbsp;&nbsp; 200021 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 428496 |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 291353 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 310306 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 117669 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 344476 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 727059 |
| &nbsp;&nbsp;&nbsp; 3.35%, 12/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 361459 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 734773 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,000 | &nbsp;&nbsp; 1287321 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 369346 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 324706 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,400 | &nbsp;&nbsp; 1041833 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | &nbsp;&nbsp; 333035 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD600 | &nbsp;&nbsp; 394441 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 385939 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 264544 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 574012 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 460113 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1157435 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | &nbsp;&nbsp; 722468 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131984 |
| &nbsp;&nbsp;&nbsp; First Nations Finance Authority, 4.05%, <br> 06/01/35<br>| &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 358855 |
| Government of Newfoundland and Labrador |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/02/34 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 710221 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142957 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/17/54 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 255047 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 368913 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/17/55 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 277837 |
| Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/28 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 350277 |
| &nbsp;&nbsp;&nbsp; 2.10%, 02/15/60 | &nbsp;&nbsp;&nbsp; CAD2,580 | &nbsp;&nbsp; 1060315 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 510067 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/01/32 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 717353 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/55 | &nbsp;&nbsp;&nbsp; CAD1,890 | &nbsp;&nbsp; 1222128 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/63 | &nbsp;&nbsp;&nbsp; CAD3,000 | &nbsp;&nbsp; 1928027 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/65 | &nbsp;&nbsp;&nbsp; CAD1,100 | &nbsp;&nbsp; 706149 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/45 | &nbsp;&nbsp;&nbsp; CAD1,100 | &nbsp;&nbsp; 828504 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/50 | &nbsp;&nbsp;&nbsp; CAD1,620 | &nbsp;&nbsp; 1225313 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 163950 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/40 | &nbsp;&nbsp;&nbsp; CAD910 | &nbsp;&nbsp; 768330 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/35 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 344630 |
| Labrador-Island Link Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/01/53<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 192020 |
| &nbsp;&nbsp;&nbsp; Series A, 3.76%, 06/01/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 217545 |
| &nbsp;&nbsp;&nbsp; Municipal Finance Authority of <br> British Columbia<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/08/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141996 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 363816 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/03/34 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141518 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/33 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146556 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/03/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 755084 |
| &nbsp;&nbsp;&nbsp; Muskrat Falls/Labrador Transmission Assets <br> Funding Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/01/57 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 116244 |
| &nbsp;&nbsp;&nbsp; Series A, 3.63%, 06/01/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 220934 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| OMERS Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $464320 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 282932 |
| &nbsp;&nbsp;&nbsp; Ontario Electricity Financial Corp., 8.25%, <br> 06/22/26<br>| &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 226696 |
| Ontario Teachers' Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 05/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 481908 |
| &nbsp;&nbsp;&nbsp; 0.90%, 05/20/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR560 | &nbsp;&nbsp; 427261 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 902017 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227408 |
| &nbsp;&nbsp;&nbsp; OPB Finance Trust, Series F 2.98%, <br> 01/25/27<br>| &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 288617 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226722 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/31 | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1312135 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/01/30 | &nbsp;&nbsp;&nbsp; CAD1,600 | &nbsp;&nbsp; 1094688 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/01/26 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 215521 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD1,080 | &nbsp;&nbsp; 775398 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/28 | &nbsp;&nbsp;&nbsp; CAD1,050 | &nbsp;&nbsp; 756087 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/20/29 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 214820 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/52 | &nbsp;&nbsp;&nbsp; CAD770 | &nbsp;&nbsp; 412718 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/01/48 | &nbsp;&nbsp;&nbsp; CAD2,230 | &nbsp;&nbsp; 1243407 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/50 | &nbsp;&nbsp;&nbsp; CAD2,140 | &nbsp;&nbsp; 1193174 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1245001 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/46 | &nbsp;&nbsp;&nbsp; CAD1,390 | &nbsp;&nbsp; 822030 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 804536 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/01/43 | &nbsp;&nbsp;&nbsp; CAD125 | &nbsp;&nbsp; 77720 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/01/33 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145518 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 1078054 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/01/29 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 748495 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD900 | &nbsp;&nbsp; 668707 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/01/54 | &nbsp;&nbsp;&nbsp; CAD1,550 | &nbsp;&nbsp; 1087330 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/08/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341642 |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/18/31 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 455908 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/18/30 | &nbsp;&nbsp;&nbsp; CAD1,540 | &nbsp;&nbsp; 1060019 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/18/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143774 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/18/27 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 215367 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/18/52 | &nbsp;&nbsp;&nbsp; CAD1,450 | &nbsp;&nbsp; 744672 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/18/48 | &nbsp;&nbsp;&nbsp; CAD2,170 | &nbsp;&nbsp; 1159298 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/18/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144244 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/18/50 | &nbsp;&nbsp;&nbsp; CAD920 | &nbsp;&nbsp; 497969 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 448577 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/18/32 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 353085 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/18/44 | &nbsp;&nbsp;&nbsp; CAD1,400 | &nbsp;&nbsp; 832670 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/24/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 782363 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/29/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1122365 |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/18/33 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 570522 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/18/35 | &nbsp;&nbsp;&nbsp; CAD3,000 | &nbsp;&nbsp; 2159885 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/18/34 | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1471360 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/18/53 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 677202 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/42 | &nbsp;&nbsp;&nbsp; CAD1,510 | &nbsp;&nbsp; 1062850 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/18/55 | &nbsp;&nbsp;&nbsp; CAD2,740 | &nbsp;&nbsp; 1920959 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP900 | &nbsp;&nbsp; 1199787 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/18/40 | &nbsp;&nbsp;&nbsp; CAD170 | &nbsp;&nbsp; 129593 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/18/31 | &nbsp;&nbsp;&nbsp; CAD120 | &nbsp;&nbsp; 93946 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/18/29 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 790628 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/18/31 | &nbsp;&nbsp;&nbsp; CAD40 | &nbsp;&nbsp; 33380 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 341516 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 401868 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 2.05%, 09/05/52 | &nbsp;&nbsp;&nbsp; CAD870 | &nbsp;&nbsp; $372648 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/02/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144070 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/02/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 143685 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/02/29 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 213880 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/05/46 | &nbsp;&nbsp;&nbsp; CAD590 | &nbsp;&nbsp; 319801 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/02/28 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 216721 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/05/50 | &nbsp;&nbsp;&nbsp; CAD830 | &nbsp;&nbsp; 466045 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/05/29 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 434854 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/05/48 | &nbsp;&nbsp;&nbsp; CAD690 | &nbsp;&nbsp; 404822 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 560774 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 72384 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/05/53 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 308959 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/02/32 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 440071 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/05/41 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 274016 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/34 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 739277 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/55 | &nbsp;&nbsp;&nbsp; CAD900 | &nbsp;&nbsp; 616785 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/05/38 | &nbsp;&nbsp;&nbsp; CAD70 | &nbsp;&nbsp; 51759 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/05/57 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 283749 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/28/34 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 127207 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/05/31 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 247984 |
| Province of New Brunswick Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/14/25 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 360756 |
| &nbsp;&nbsp;&nbsp; 2.35%, 08/14/27 | &nbsp;&nbsp;&nbsp; CAD570 | &nbsp;&nbsp; 407197 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/14/26 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144064 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/14/50 | &nbsp;&nbsp;&nbsp; CAD850 | &nbsp;&nbsp; 463048 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/14/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144801 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/14/48 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 167241 |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/03/43 | &nbsp;&nbsp;&nbsp; CAD210 | &nbsp;&nbsp; 131575 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/14/45 | &nbsp;&nbsp;&nbsp; CAD1,200 | &nbsp;&nbsp; 766138 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/14/32 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 368393 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/26/37 | &nbsp;&nbsp;&nbsp; CAD60 | &nbsp;&nbsp; 44345 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/26/35 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 302471 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/39 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 224709 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/14/54 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150682 |
| &nbsp;&nbsp;&nbsp; Province of Newfoundland and <br> Labrador Canada<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 403046 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 200210 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/17/50 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 196505 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/02/28 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 359242 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/02/29 | &nbsp;&nbsp;&nbsp; CAD870 | &nbsp;&nbsp; 621218 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/02/26 | &nbsp;&nbsp;&nbsp; CAD130 | &nbsp;&nbsp; 93968 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/02/52 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 161344 |
| &nbsp;&nbsp;&nbsp; 3.30%, 10/17/46 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 143673 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/17/48 | &nbsp;&nbsp;&nbsp; CAD420 | &nbsp;&nbsp; 254336 |
| Province of Nova Scotia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/30 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 339546 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD600 | &nbsp;&nbsp; 427249 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD960 | &nbsp;&nbsp; 528895 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/02/62 | &nbsp;&nbsp;&nbsp; CAD30 | &nbsp;&nbsp; 17146 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 354870 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/42 | &nbsp;&nbsp;&nbsp; CAD220 | &nbsp;&nbsp; 155473 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/55 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 141777 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/01/41 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 146836 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/01/54 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 217545 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/74 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 219479 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 246123 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 197509 |
| &nbsp;&nbsp;&nbsp; 0.25%, 12/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP320 | &nbsp;&nbsp; 401440 |
| &nbsp;&nbsp;&nbsp; 0.38%, 04/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221401 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/08/27 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; $208626 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/08/26 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 213155 |
| &nbsp;&nbsp;&nbsp; 1.35%, 12/02/30 | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 979416 |
| &nbsp;&nbsp;&nbsp; 1.55%, 11/01/29 | &nbsp;&nbsp;&nbsp; CAD2,830 | &nbsp;&nbsp; 1915241 |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/01/27 | &nbsp;&nbsp;&nbsp; CAD800 | &nbsp;&nbsp; 569291 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/02/51 | &nbsp;&nbsp;&nbsp; CAD2,020 | &nbsp;&nbsp; 860501 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD4,050 | &nbsp;&nbsp; 2769301 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD900 | &nbsp;&nbsp; 607099 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/02/31 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 671633 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/02/26 | &nbsp;&nbsp;&nbsp; CAD3,860 | &nbsp;&nbsp; 2777431 |
| &nbsp;&nbsp;&nbsp; 2.55%, 12/02/52 | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 739047 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/02/27 | &nbsp;&nbsp;&nbsp; CAD2,360 | &nbsp;&nbsp; 1695902 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/02/50 | &nbsp;&nbsp;&nbsp; CAD4,300 | &nbsp;&nbsp; 2196630 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/02/29 | &nbsp;&nbsp;&nbsp; CAD3,460 | &nbsp;&nbsp; 2463743 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/02/48 | &nbsp;&nbsp;&nbsp; CAD2,640 | &nbsp;&nbsp; 1418103 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/02/28 | &nbsp;&nbsp;&nbsp; CAD2,500 | &nbsp;&nbsp; 1801847 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/02/46 | &nbsp;&nbsp;&nbsp; CAD5,900 | &nbsp;&nbsp; 3275063 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/02/49 | &nbsp;&nbsp;&nbsp; CAD3,160 | &nbsp;&nbsp; 1715603 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/08/30 | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 1066366 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 908452 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341036 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/08/28 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 292400 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/02/45 | &nbsp;&nbsp;&nbsp; CAD5,410 | &nbsp;&nbsp; 3327166 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/02/43 | &nbsp;&nbsp;&nbsp; CAD1,620 | &nbsp;&nbsp; 1021330 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/08/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 733820 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD2,100 | &nbsp;&nbsp; 1464835 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1436727 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/02/32 | &nbsp;&nbsp;&nbsp; CAD3,900 | &nbsp;&nbsp; 2848067 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/02/53 | &nbsp;&nbsp;&nbsp; CAD2,330 | &nbsp;&nbsp; 1454907 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/02/34 | &nbsp;&nbsp;&nbsp; CAD5,000 | &nbsp;&nbsp; 3564608 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/02/35 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 714080 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/33 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 519303 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/07/54 | &nbsp;&nbsp;&nbsp; CAD2,450 | &nbsp;&nbsp; 1627370 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/02/34 | &nbsp;&nbsp;&nbsp; CAD4,070 | &nbsp;&nbsp; 2996180 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/02/54 | &nbsp;&nbsp;&nbsp; CAD4,700 | &nbsp;&nbsp; 3144684 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/02/56 | &nbsp;&nbsp;&nbsp; CAD1,200 | &nbsp;&nbsp; 846965 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/02/39 | &nbsp;&nbsp;&nbsp; CAD3,540 | &nbsp;&nbsp; 2623319 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/02/55 | &nbsp;&nbsp;&nbsp; CAD2,750 | &nbsp;&nbsp; 1986823 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/02/41 | &nbsp;&nbsp;&nbsp; CAD5,310 | &nbsp;&nbsp; 3917871 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/02/37 | &nbsp;&nbsp;&nbsp; CAD1,703 | &nbsp;&nbsp; 1284784 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 407686 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/33 | &nbsp;&nbsp;&nbsp; CAD290 | &nbsp;&nbsp; 238388 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD580 | &nbsp;&nbsp; 480239 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/08/29 | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 40320 |
| Province of Prince Edward Island Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 147082 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/15/35 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 142261 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 198140 |
| &nbsp;&nbsp;&nbsp; 0.25%, 05/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 839706 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 587778 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 613451 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 163951 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/28/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341737 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; CAD1,900 | &nbsp;&nbsp; 1226640 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/30 | &nbsp;&nbsp;&nbsp; CAD2,960 | &nbsp;&nbsp; 2000328 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/01/29 | &nbsp;&nbsp;&nbsp; CAD2,010 | &nbsp;&nbsp; 1406913 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/26 | &nbsp;&nbsp;&nbsp; CAD1,800 | &nbsp;&nbsp; 1295093 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/25 | &nbsp;&nbsp;&nbsp; CAD250 | &nbsp;&nbsp; 180388 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/27 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 360168 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; CAD1,590 | &nbsp;&nbsp; 1140726 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/53 | &nbsp;&nbsp;&nbsp; CAD2,420 | &nbsp;&nbsp; $1257180 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD3,990 | &nbsp;&nbsp; 2207333 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340775 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/32 | &nbsp;&nbsp;&nbsp; CAD2,000 | &nbsp;&nbsp; 1412239 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | &nbsp;&nbsp; 3410720 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; CAD2,580 | &nbsp;&nbsp; 1587078 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/48 | &nbsp;&nbsp;&nbsp; CAD2,880 | &nbsp;&nbsp; 1737134 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/33 | &nbsp;&nbsp;&nbsp; CAD5,600 | &nbsp;&nbsp; 3997964 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/20/32 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 145298 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/35 | &nbsp;&nbsp;&nbsp; CAD4,790 | &nbsp;&nbsp; 3444511 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/57 | &nbsp;&nbsp;&nbsp; CAD2,700 | &nbsp;&nbsp; 1813907 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/43 | &nbsp;&nbsp;&nbsp; CAD1,650 | &nbsp;&nbsp; 1142212 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/55 | &nbsp;&nbsp;&nbsp; CAD4,510 | &nbsp;&nbsp; 3135858 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/34 | &nbsp;&nbsp;&nbsp; CAD4,580 | &nbsp;&nbsp; 3439812 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,000 | &nbsp;&nbsp; 2693795 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/38 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 769850 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/41 | &nbsp;&nbsp;&nbsp; CAD2,500 | &nbsp;&nbsp; 1907765 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/04/35 | &nbsp;&nbsp;&nbsp; AUD2,140 | &nbsp;&nbsp; 1377760 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/36 | &nbsp;&nbsp;&nbsp; CAD1,520 | &nbsp;&nbsp; 1250712 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; CAD110 | &nbsp;&nbsp; 91897 |
| Province of Saskatchewan Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 337235 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 275401 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/02/27 | &nbsp;&nbsp;&nbsp; CAD450 | &nbsp;&nbsp; 323634 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/02/46 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 161505 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/02/52 | &nbsp;&nbsp;&nbsp; CAD820 | &nbsp;&nbsp; 424775 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/02/28 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 506319 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/02/50 | &nbsp;&nbsp;&nbsp; CAD700 | &nbsp;&nbsp; 390451 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 687700 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/02/48 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 292696 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/03/42 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 62971 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/05/54 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 248315 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/02/62 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 123912 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD2,930 | &nbsp;&nbsp; 2141102 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/02/45 | &nbsp;&nbsp;&nbsp; CAD150 | &nbsp;&nbsp; 98181 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/02/54 | &nbsp;&nbsp;&nbsp; CAD300 | &nbsp;&nbsp; 201595 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/02/56 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139402 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/40 | &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 74821 |
| PSP Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD450 | &nbsp;&nbsp; 312894 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/23/32 | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 850702 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/05/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 144404 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342654 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 369221 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,500 | &nbsp;&nbsp; 1111725 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 379266 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/27/35 | &nbsp;&nbsp;&nbsp; AUD800 | &nbsp;&nbsp; 524268 |
| &nbsp;&nbsp;&nbsp; Regional Municipality of Peel Ontario, 3.85%, <br> 10/30/42<br>| &nbsp;&nbsp;&nbsp; CAD100 | &nbsp;&nbsp; 64896 |
| Regional Municipality of York |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/22/31 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 335718 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/15/25 | &nbsp;&nbsp;&nbsp; CAD50 | &nbsp;&nbsp; 36063 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/08/33 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 150354 |
| &nbsp;&nbsp;&nbsp; South Coast British Columbia <br> Transportation Authority<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/23/28 | &nbsp;&nbsp;&nbsp; CAD350 | &nbsp;&nbsp; 254360 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/12/53 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 128918 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/55 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 139061 |
|  |  | &nbsp;&nbsp; 461700077 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** |
| &nbsp;&nbsp;&nbsp; Bonos de la Tesoreria de la Republica <br> en pesos<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/01/29<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; CLP475,000 | &nbsp;&nbsp; $411886 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/26 | &nbsp;&nbsp;&nbsp; CLP780,000 | &nbsp;&nbsp; 800706 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CLP1,395,000 | &nbsp;&nbsp; 1390668 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CLP600,000 | &nbsp;&nbsp; 615267 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; CLP600,000 | &nbsp;&nbsp; 592281 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/50 | &nbsp;&nbsp;&nbsp; CLP250,000 | &nbsp;&nbsp; 238493 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP885,000 | &nbsp;&nbsp; 887271 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/01/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CLP800,000 | &nbsp;&nbsp; 835548 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CLP1,900,000 | &nbsp;&nbsp; 2004761 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/43 | &nbsp;&nbsp;&nbsp; CLP315,000 | &nbsp;&nbsp; 337199 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/56 | &nbsp;&nbsp;&nbsp; CLP395,000 | &nbsp;&nbsp; 430331 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/01/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CLP2,240,000 | &nbsp;&nbsp; 2449012 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CLP400,000 | &nbsp;&nbsp; 451278 |
| Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/26/27 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220560 |
| &nbsp;&nbsp;&nbsp; 0.56%, 01/21/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 211109 |
| &nbsp;&nbsp;&nbsp; 0.83%, 07/02/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 296783 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/29/40 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 480688 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/22/51 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 186229 |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/26/36 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 176363 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/32 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 698414 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/01/35 | &nbsp;&nbsp;&nbsp; EUR705 | &nbsp;&nbsp; 802200 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/09/31 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 586361 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/05/34 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 352664 |
|  |  | &nbsp;&nbsp; 15456072 |
| **China — 17.7%** | **China — 17.7%** | **China — 17.7%** |
| Agricultural Development Bank of China |  |  |
| &nbsp;&nbsp;&nbsp; 2.12%, 03/12/27 | &nbsp;&nbsp;&nbsp; CNY4,300 | &nbsp;&nbsp; 602831 |
| &nbsp;&nbsp;&nbsp; 2.22%, 04/09/29 | &nbsp;&nbsp;&nbsp; CNY43,000 | &nbsp;&nbsp; 6088502 |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/07/26 | &nbsp;&nbsp;&nbsp; CNY60,300 | &nbsp;&nbsp; 8456229 |
| &nbsp;&nbsp;&nbsp; 2.47%, 04/02/34 | &nbsp;&nbsp;&nbsp; CNY78,150 | &nbsp;&nbsp; 11417693 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/24/27 | &nbsp;&nbsp;&nbsp; CNY207,450 | &nbsp;&nbsp; 29344068 |
| &nbsp;&nbsp;&nbsp; 2.57%, 09/13/28 | &nbsp;&nbsp;&nbsp; CNY163,380 | &nbsp;&nbsp; 23330413 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/07/28 | &nbsp;&nbsp;&nbsp; CNY76,600 | &nbsp;&nbsp; 10936448 |
| &nbsp;&nbsp;&nbsp; 2.74%, 02/23/27 | &nbsp;&nbsp;&nbsp; CNY58,000 | &nbsp;&nbsp; 8204764 |
| &nbsp;&nbsp;&nbsp; 2.83%, 08/11/29 | &nbsp;&nbsp;&nbsp; CNY11,500 | &nbsp;&nbsp; 1666652 |
| &nbsp;&nbsp;&nbsp; 2.83%, 06/16/33 | &nbsp;&nbsp;&nbsp; CNY72,900 | &nbsp;&nbsp; 10873605 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/20/33 | &nbsp;&nbsp;&nbsp; CNY72,900 | &nbsp;&nbsp; 10920290 |
| &nbsp;&nbsp;&nbsp; 2.87%, 05/14/27 | &nbsp;&nbsp;&nbsp; CNY5,000 | &nbsp;&nbsp; 710646 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/08/28 | &nbsp;&nbsp;&nbsp; CNY30,000 | &nbsp;&nbsp; 4301360 |
| &nbsp;&nbsp;&nbsp; 2.97%, 10/14/32 | &nbsp;&nbsp;&nbsp; CNY132,310 | &nbsp;&nbsp; 19819142 |
| &nbsp;&nbsp;&nbsp; 2.99%, 08/11/26 | &nbsp;&nbsp;&nbsp; CNY34,750 | &nbsp;&nbsp; 4903723 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/06/32 | &nbsp;&nbsp;&nbsp; CNY86,680 | &nbsp;&nbsp; 13022612 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/27/33 | &nbsp;&nbsp;&nbsp; CNY87,600 | &nbsp;&nbsp; 13270811 |
| &nbsp;&nbsp;&nbsp; 3.30%, 11/05/31 | &nbsp;&nbsp;&nbsp; CNY30,000 | &nbsp;&nbsp; 4537922 |
| &nbsp;&nbsp;&nbsp; 3.48%, 02/04/28 | &nbsp;&nbsp;&nbsp; CNY15,000 | &nbsp;&nbsp; 2178408 |
| &nbsp;&nbsp;&nbsp; 3.52%, 05/24/31 | &nbsp;&nbsp;&nbsp; CNY64,400 | &nbsp;&nbsp; 9814732 |
| &nbsp;&nbsp;&nbsp; 3.74%, 07/12/29 | &nbsp;&nbsp;&nbsp; CNY130,700 | &nbsp;&nbsp; 19558838 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/25/29 | &nbsp;&nbsp;&nbsp; CNY76,650 | &nbsp;&nbsp; 11394270 |
| &nbsp;&nbsp;&nbsp; 3.79%, 10/26/30 | &nbsp;&nbsp;&nbsp; CNY76,300 | &nbsp;&nbsp; 11679970 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/06/27 | &nbsp;&nbsp;&nbsp; CNY41,100 | &nbsp;&nbsp; 5894395 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/31 | &nbsp;&nbsp;&nbsp; CNY13,000 | &nbsp;&nbsp; 2014624 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/11/28 | &nbsp;&nbsp;&nbsp; CNY31,000 | &nbsp;&nbsp; 4657671 |
| China Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/12/27 | &nbsp;&nbsp;&nbsp; CNY61,350 | &nbsp;&nbsp; 8584843 |
| &nbsp;&nbsp;&nbsp; 2.35%, 05/06/34 | &nbsp;&nbsp;&nbsp; CNY128,320 | &nbsp;&nbsp; 18598631 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/08/34 | &nbsp;&nbsp;&nbsp; CNY244,500 | &nbsp;&nbsp; 36124195 |
| &nbsp;&nbsp;&nbsp; 2.64%, 01/08/31 | &nbsp;&nbsp;&nbsp; CNY50,000 | &nbsp;&nbsp; 7262775 |
| &nbsp;&nbsp;&nbsp; 2.69%, 09/11/33 | &nbsp;&nbsp;&nbsp; CNY80,000 | &nbsp;&nbsp; 11844031 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **China (continued)** | **China (continued)** | **China (continued)** |
| &nbsp;&nbsp;&nbsp; 2.77%, 10/24/32 | &nbsp;&nbsp;&nbsp; CNY153,600 | &nbsp;&nbsp; $22742301 |
| &nbsp;&nbsp;&nbsp; 2.83%, 09/10/26 | &nbsp;&nbsp;&nbsp; CNY98,800 | &nbsp;&nbsp; 13932838 |
| &nbsp;&nbsp;&nbsp; 2.96%, 07/18/32 | &nbsp;&nbsp;&nbsp; CNY131,750 | &nbsp;&nbsp; 19704677 |
| &nbsp;&nbsp;&nbsp; 2.98%, 04/22/32 | &nbsp;&nbsp;&nbsp; CNY64,000 | &nbsp;&nbsp; 9563543 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/17/32 | &nbsp;&nbsp;&nbsp; CNY86,500 | &nbsp;&nbsp; 12909704 |
| &nbsp;&nbsp;&nbsp; 3.02%, 03/06/33 | &nbsp;&nbsp;&nbsp; CNY112,050 | &nbsp;&nbsp; 16902066 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/25/26 | &nbsp;&nbsp;&nbsp; CNY159,600 | &nbsp;&nbsp; 22543747 |
| &nbsp;&nbsp;&nbsp; 3.09%, 06/18/30 | &nbsp;&nbsp;&nbsp; CNY46,450 | &nbsp;&nbsp; 6865078 |
| &nbsp;&nbsp;&nbsp; 3.12%, 09/13/31 | &nbsp;&nbsp;&nbsp; CNY39,000 | &nbsp;&nbsp; 5842187 |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/07/31 | &nbsp;&nbsp;&nbsp; CNY10,000 | &nbsp;&nbsp; 1516556 |
| &nbsp;&nbsp;&nbsp; 3.43%, 01/14/27 | &nbsp;&nbsp;&nbsp; CNY6,650 | &nbsp;&nbsp; 948748 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/20/29 | &nbsp;&nbsp;&nbsp; CNY17,000 | &nbsp;&nbsp; 2525970 |
| &nbsp;&nbsp;&nbsp; 3.48%, 01/08/29 | &nbsp;&nbsp;&nbsp; CNY289,390 | &nbsp;&nbsp; 42624467 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/21/29 | &nbsp;&nbsp;&nbsp; CNY377,700 | &nbsp;&nbsp; 56250744 |
| &nbsp;&nbsp;&nbsp; 3.66%, 03/01/31 | &nbsp;&nbsp;&nbsp; CNY347,350 | &nbsp;&nbsp; 53150894 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/20/30 | &nbsp;&nbsp;&nbsp; CNY45,050 | &nbsp;&nbsp; 6867529 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/25/36 | &nbsp;&nbsp;&nbsp; CNY120,500 | &nbsp;&nbsp; 19862280 |
| &nbsp;&nbsp;&nbsp; 4.04%, 04/10/27 | &nbsp;&nbsp;&nbsp; CNY158,400 | &nbsp;&nbsp; 22908690 |
| &nbsp;&nbsp;&nbsp; 4.04%, 07/06/28 | &nbsp;&nbsp;&nbsp; CNY20,000 | &nbsp;&nbsp; 2968856 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/09/28 | &nbsp;&nbsp;&nbsp; CNY34,900 | &nbsp;&nbsp; 5234714 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/24/28 | &nbsp;&nbsp;&nbsp; CNY10,000 | &nbsp;&nbsp; 1530887 |
| China Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.06%, 12/15/26 | &nbsp;&nbsp;&nbsp; CNY114,000 | &nbsp;&nbsp; 15771465 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/25/26 | &nbsp;&nbsp;&nbsp; CNY371,590 | &nbsp;&nbsp; 51613809 |
| &nbsp;&nbsp;&nbsp; 1.61%, 02/15/35 | &nbsp;&nbsp;&nbsp; CNY163,130 | &nbsp;&nbsp; 22437183 |
| &nbsp;&nbsp;&nbsp; 1.62%, 08/15/27 | &nbsp;&nbsp;&nbsp; CNY232,990 | &nbsp;&nbsp; 32507123 |
| &nbsp;&nbsp;&nbsp; 1.74%, 10/15/29 | &nbsp;&nbsp;&nbsp; CNY77,900 | &nbsp;&nbsp; 10904960 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | &nbsp;&nbsp;&nbsp; CNY93,510 | &nbsp;&nbsp; 13095690 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/29 | &nbsp;&nbsp;&nbsp; CNY336,960 | &nbsp;&nbsp; 47704615 |
| &nbsp;&nbsp;&nbsp; 2.18%, 08/15/26 | &nbsp;&nbsp;&nbsp; CNY199,000 | &nbsp;&nbsp; 27890654 |
| &nbsp;&nbsp;&nbsp; 2.28%, 03/25/31 | &nbsp;&nbsp;&nbsp; CNY403,310 | &nbsp;&nbsp; 58003966 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/25/34 | &nbsp;&nbsp;&nbsp; CNY136,440 | &nbsp;&nbsp; 19901603 |
| &nbsp;&nbsp;&nbsp; 2.37%, 01/20/27 | &nbsp;&nbsp;&nbsp; CNY87,100 | &nbsp;&nbsp; 12280324 |
| &nbsp;&nbsp;&nbsp; 2.37%, 01/15/29 | &nbsp;&nbsp;&nbsp; CNY128,600 | &nbsp;&nbsp; 18393370 |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/28 | &nbsp;&nbsp;&nbsp; CNY135,000 | &nbsp;&nbsp; 19280479 |
| &nbsp;&nbsp;&nbsp; 2.44%, 10/15/27 | &nbsp;&nbsp;&nbsp; CNY139,380 | &nbsp;&nbsp; 19794723 |
| &nbsp;&nbsp;&nbsp; 2.48%, 04/15/27 | &nbsp;&nbsp;&nbsp; CNY167,000 | &nbsp;&nbsp; 23635883 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/25/28 | &nbsp;&nbsp;&nbsp; CNY122,950 | &nbsp;&nbsp; 17616103 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/25/27 | &nbsp;&nbsp;&nbsp; CNY130,730 | &nbsp;&nbsp; 18558605 |
| &nbsp;&nbsp;&nbsp; 2.52%, 08/25/33 | &nbsp;&nbsp;&nbsp; CNY338,580 | &nbsp;&nbsp; 49896421 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/15/30 | &nbsp;&nbsp;&nbsp; CNY133,000 | &nbsp;&nbsp; 19395602 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/32 | &nbsp;&nbsp;&nbsp; CNY279,360 | &nbsp;&nbsp; 41227018 |
| &nbsp;&nbsp;&nbsp; 2.62%, 09/25/29 | &nbsp;&nbsp;&nbsp; CNY17,300 | &nbsp;&nbsp; 2507345 |
| &nbsp;&nbsp;&nbsp; 2.64%, 01/15/28 | &nbsp;&nbsp;&nbsp; CNY105,000 | &nbsp;&nbsp; 15017519 |
| &nbsp;&nbsp;&nbsp; 2.67%, 05/25/33 | &nbsp;&nbsp;&nbsp; CNY452,500 | &nbsp;&nbsp; 67347765 |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/25/33 | &nbsp;&nbsp;&nbsp; CNY59,170 | &nbsp;&nbsp; 8826449 |
| &nbsp;&nbsp;&nbsp; 2.68%, 05/21/30 | &nbsp;&nbsp;&nbsp; CNY594,160 | &nbsp;&nbsp; 86817786 |
| &nbsp;&nbsp;&nbsp; 2.69%, 08/15/32 | &nbsp;&nbsp;&nbsp; CNY124,100 | &nbsp;&nbsp; 18422949 |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/03/26 | &nbsp;&nbsp;&nbsp; CNY5,000 | &nbsp;&nbsp; 707395 |
| &nbsp;&nbsp;&nbsp; 2.74%, 08/04/26 | &nbsp;&nbsp;&nbsp; CNY33,000 | &nbsp;&nbsp; 4655355 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/15/29 | &nbsp;&nbsp;&nbsp; CNY135,000 | &nbsp;&nbsp; 19621391 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/17/32 | &nbsp;&nbsp;&nbsp; CNY86,520 | &nbsp;&nbsp; 12837617 |
| &nbsp;&nbsp;&nbsp; 2.79%, 12/15/29 | &nbsp;&nbsp;&nbsp; CNY8,170 | &nbsp;&nbsp; 1194654 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/24/29 | &nbsp;&nbsp;&nbsp; CNY90,000 | &nbsp;&nbsp; 13095353 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/30 | &nbsp;&nbsp;&nbsp; CNY103,000 | &nbsp;&nbsp; 15111888 |
| &nbsp;&nbsp;&nbsp; 2.80%, 11/15/32 | &nbsp;&nbsp;&nbsp; CNY100,320 | &nbsp;&nbsp; 15029692 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/04/27 | &nbsp;&nbsp;&nbsp; CNY75,700 | &nbsp;&nbsp; 10820233 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/18/31 | &nbsp;&nbsp;&nbsp; CNY30,000 | &nbsp;&nbsp; 4483365 |
| &nbsp;&nbsp;&nbsp; 3.02%, 05/27/31 | &nbsp;&nbsp;&nbsp; CNY20,000 | &nbsp;&nbsp; 3006249 |
| &nbsp;&nbsp;&nbsp; 3.12%, 10/25/52 | &nbsp;&nbsp;&nbsp; CNY91,930 | &nbsp;&nbsp; 15771951 |
| &nbsp;&nbsp;&nbsp; 3.19%, 04/15/53 | &nbsp;&nbsp;&nbsp; CNY198,730 | &nbsp;&nbsp; 34606815 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **China (continued)** | **China (continued)** | **China (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/22/28 | &nbsp;&nbsp;&nbsp; CNY46,000 | &nbsp;&nbsp; $6806140 |
| &nbsp;&nbsp;&nbsp; 3.27%, 03/25/73 | &nbsp;&nbsp;&nbsp; CNY190,390 | &nbsp;&nbsp; 36586896 |
| &nbsp;&nbsp;&nbsp; 3.32%, 04/15/52 | &nbsp;&nbsp;&nbsp; CNY76,800 | &nbsp;&nbsp; 13578197 |
| &nbsp;&nbsp;&nbsp; 3.39%, 03/16/50 | &nbsp;&nbsp;&nbsp; CNY79,390 | &nbsp;&nbsp; 13988462 |
| &nbsp;&nbsp;&nbsp; 3.52%, 04/25/46 | &nbsp;&nbsp;&nbsp; CNY5,210 | &nbsp;&nbsp; 910737 |
| &nbsp;&nbsp;&nbsp; 3.53%, 10/18/51 | &nbsp;&nbsp;&nbsp; CNY46,200 | &nbsp;&nbsp; 8420945 |
| &nbsp;&nbsp;&nbsp; 3.54%, 08/16/28 | &nbsp;&nbsp;&nbsp; CNY4,000 | &nbsp;&nbsp; 596375 |
| &nbsp;&nbsp;&nbsp; 3.72%, 04/12/51 | &nbsp;&nbsp;&nbsp; CNY80,090 | &nbsp;&nbsp; 14944223 |
| &nbsp;&nbsp;&nbsp; 3.73%, 05/25/70 | &nbsp;&nbsp;&nbsp; CNY17,290 | &nbsp;&nbsp; 3599086 |
| &nbsp;&nbsp;&nbsp; 3.74%, 09/22/35 | &nbsp;&nbsp;&nbsp; CNY42,290 | &nbsp;&nbsp; 7100512 |
| &nbsp;&nbsp;&nbsp; 3.81%, 09/14/50 | &nbsp;&nbsp;&nbsp; CNY176,390 | &nbsp;&nbsp; 33244995 |
| &nbsp;&nbsp;&nbsp; 3.86%, 07/22/49 | &nbsp;&nbsp;&nbsp; CNY36,000 | &nbsp;&nbsp; 6751528 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/24/69 | &nbsp;&nbsp;&nbsp; CNY27,250 | &nbsp;&nbsp; 5959813 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/24/47 | &nbsp;&nbsp;&nbsp; CNY18,400 | &nbsp;&nbsp; 3488380 |
| &nbsp;&nbsp;&nbsp; 4.08%, 10/22/48 | &nbsp;&nbsp;&nbsp; CNY10,940 | &nbsp;&nbsp; 2104187 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/23/41 | &nbsp;&nbsp;&nbsp; CNY10,850 | &nbsp;&nbsp; 2108970 |
| China Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 777068 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 299202 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 381676 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1255608 |
| Export-Import Bank of China (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.01%, 04/12/27 | &nbsp;&nbsp;&nbsp; CNY56,400 | &nbsp;&nbsp; 7896066 |
| &nbsp;&nbsp;&nbsp; 2.31%, 03/15/29 | &nbsp;&nbsp;&nbsp; CNY26,300 | &nbsp;&nbsp; 3731754 |
| &nbsp;&nbsp;&nbsp; 2.44%, 04/12/34 | &nbsp;&nbsp;&nbsp; CNY95,890 | &nbsp;&nbsp; 13978774 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/13/26 | &nbsp;&nbsp;&nbsp; CNY16,840 | &nbsp;&nbsp; 2367399 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/04/28 | &nbsp;&nbsp;&nbsp; CNY47,000 | &nbsp;&nbsp; 6690968 |
| &nbsp;&nbsp;&nbsp; 2.61%, 01/27/27 | &nbsp;&nbsp;&nbsp; CNY51,900 | &nbsp;&nbsp; 7322950 |
| &nbsp;&nbsp;&nbsp; 2.74%, 09/05/29 | &nbsp;&nbsp;&nbsp; CNY13,000 | &nbsp;&nbsp; 1879090 |
| &nbsp;&nbsp;&nbsp; 2.82%, 06/17/27 | &nbsp;&nbsp;&nbsp; CNY55,000 | &nbsp;&nbsp; 7814270 |
| &nbsp;&nbsp;&nbsp; 2.87%, 02/06/28 | &nbsp;&nbsp;&nbsp; CNY35,000 | &nbsp;&nbsp; 5009155 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/19/32 | &nbsp;&nbsp;&nbsp; CNY64,300 | &nbsp;&nbsp; 9580959 |
| &nbsp;&nbsp;&nbsp; 2.92%, 04/17/30 | &nbsp;&nbsp;&nbsp; CNY7,200 | &nbsp;&nbsp; 1052898 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/13/33 | &nbsp;&nbsp;&nbsp; CNY137,630 | &nbsp;&nbsp; 20834723 |
| &nbsp;&nbsp;&nbsp; 3.18%, 03/11/32 | &nbsp;&nbsp;&nbsp; CNY70,250 | &nbsp;&nbsp; 10601349 |
| &nbsp;&nbsp;&nbsp; 3.26%, 02/24/27 | &nbsp;&nbsp;&nbsp; CNY51,550 | &nbsp;&nbsp; 7349340 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/16/31 | &nbsp;&nbsp;&nbsp; CNY68,400 | &nbsp;&nbsp; 10372459 |
| &nbsp;&nbsp;&nbsp; 3.74%, 11/16/30 | &nbsp;&nbsp;&nbsp; CNY35,550 | &nbsp;&nbsp; 5431010 |
| &nbsp;&nbsp;&nbsp; 3.86%, 05/20/29 | &nbsp;&nbsp;&nbsp; CNY134,200 | &nbsp;&nbsp; 20130902 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/36 | &nbsp;&nbsp;&nbsp; CNY5,700 | &nbsp;&nbsp; 943179 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/20/27 | &nbsp;&nbsp;&nbsp; CNY7,000 | &nbsp;&nbsp; 1011929 |
| &nbsp;&nbsp;&nbsp; 4.89%, 03/26/28 | &nbsp;&nbsp;&nbsp; CNY24,750 | &nbsp;&nbsp; 3727105 |
|  |  | &nbsp;&nbsp; 1879832216 |
| **Croatia — 0.1%** | **Croatia — 0.1%** | **Croatia — 0.1%** |
| Croatia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR352 | &nbsp;&nbsp; 380836 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 200053 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR790 | &nbsp;&nbsp; 841092 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/04/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR180 | &nbsp;&nbsp; 159495 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346164 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 517259 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228423 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 347012 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/11/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,340 | &nbsp;&nbsp; 1500512 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1596681 |
|  |  | &nbsp;&nbsp; 6117527 |
| **Cyprus — 0.0%** | **Cyprus — 0.0%** | **Cyprus — 0.0%** |
| Cyprus Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,430 | &nbsp;&nbsp; 1461660 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/21/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR472 | &nbsp;&nbsp; 395942 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cyprus (continued)** | **Cyprus (continued)** | **Cyprus (continued)** |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR591 | &nbsp;&nbsp; $673216 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR597 | &nbsp;&nbsp; 700905 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/04/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342745 |
|  |  | &nbsp;&nbsp; 3574468 |
| **Czech Republic — 0.3%** | **Czech Republic — 0.3%** | **Czech Republic — 0.3%** |
| Czech Republic Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/29/29 | &nbsp;&nbsp;&nbsp; CZK24,150 | &nbsp;&nbsp; 952563 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/10/27 | &nbsp;&nbsp;&nbsp; CZK39,560 | &nbsp;&nbsp; 1747584 |
| &nbsp;&nbsp;&nbsp; 0.95%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK24,840 | &nbsp;&nbsp; 1006095 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK44,520 | &nbsp;&nbsp; 2021205 |
| &nbsp;&nbsp;&nbsp; 1.20%, 03/13/31 | &nbsp;&nbsp;&nbsp; CZK40,810 | &nbsp;&nbsp; 1632404 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/24/40 | &nbsp;&nbsp;&nbsp; CZK53,160 | &nbsp;&nbsp; 1636888 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/23/32 | &nbsp;&nbsp;&nbsp; CZK31,000 | &nbsp;&nbsp; 1239209 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/30/37 | &nbsp;&nbsp;&nbsp; CZK10,620 | &nbsp;&nbsp; 375495 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/13/33 | &nbsp;&nbsp;&nbsp; CZK56,610 | &nbsp;&nbsp; 2221049 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK45,690 | &nbsp;&nbsp; 2045502 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/23/29 | &nbsp;&nbsp;&nbsp; CZK36,700 | &nbsp;&nbsp; 1637045 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/03/33 | &nbsp;&nbsp;&nbsp; CZK49,680 | &nbsp;&nbsp; 2121244 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/35 | &nbsp;&nbsp;&nbsp; CZK45,360 | &nbsp;&nbsp; 1960740 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK29,900 | &nbsp;&nbsp; 1349828 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/24/34 | &nbsp;&nbsp;&nbsp; CZK5,000 | &nbsp;&nbsp; 229828 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/14/34 | &nbsp;&nbsp;&nbsp; CZK10,000 | &nbsp;&nbsp; 483553 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/30 | &nbsp;&nbsp;&nbsp; CZK25,150 | &nbsp;&nbsp; 1221199 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/16/31 | &nbsp;&nbsp;&nbsp; CZK108,580 | &nbsp;&nbsp; 5615759 |
|  |  | &nbsp;&nbsp; 29497190 |
| **Denmark — 0.3%** | **Denmark — 0.3%** | **Denmark — 0.3%** |
| Denmark Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/31 | &nbsp;&nbsp;&nbsp; DKK16,185 | &nbsp;&nbsp; 2155691 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/15/52 | &nbsp;&nbsp;&nbsp; DKK19,957 | &nbsp;&nbsp; 1583493 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; DKK22,484 | &nbsp;&nbsp; 3343438 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/15/29 | &nbsp;&nbsp;&nbsp; DKK64,550 | &nbsp;&nbsp; 9260012 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/26 | &nbsp;&nbsp;&nbsp; DKK10,420 | &nbsp;&nbsp; 1606674 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/33 | &nbsp;&nbsp;&nbsp; DKK27,835 | &nbsp;&nbsp; 4214847 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/39 | &nbsp;&nbsp;&nbsp; DKK31,027 | &nbsp;&nbsp; 5724518 |
| Kommunekredit |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/17/29 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 308137 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/03/31 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 197466 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 397760 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR120 | &nbsp;&nbsp; 133649 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 446763 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343215 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 450526 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/24/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 558280 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,000 | &nbsp;&nbsp; 2670323 |
|  |  | &nbsp;&nbsp; 33394792 |
| **Finland — 0.4%** | **Finland — 0.4%** | **Finland — 0.4%** |
| Finland Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,718 | &nbsp;&nbsp; 3035621 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,527 | &nbsp;&nbsp; 1496611 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/15/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,890 | &nbsp;&nbsp; 1567026 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/15/52<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,071 | &nbsp;&nbsp; 507483 |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/15/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR920 | &nbsp;&nbsp; 661722 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR725 | &nbsp;&nbsp; 800973 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR869 | &nbsp;&nbsp; 940605 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,083 | &nbsp;&nbsp; 1145769 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/15/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,311 | &nbsp;&nbsp; 2303486 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,200 | &nbsp;&nbsp; 8454313 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR896 | &nbsp;&nbsp; 880129 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,060 | &nbsp;&nbsp; 3455189 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/15/47<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,829 | &nbsp;&nbsp; 1403519 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Finland (continued)** | **Finland (continued)** | **Finland (continued)** |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR774 | &nbsp;&nbsp; $810434 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/04/42<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR883 | &nbsp;&nbsp; 905162 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/04/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,754 | &nbsp;&nbsp; 2034945 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,036 | &nbsp;&nbsp; 2198144 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/55<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR721 | &nbsp;&nbsp; 717245 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,380 | &nbsp;&nbsp; 1588082 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,670 | &nbsp;&nbsp; 1908661 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,440 | &nbsp;&nbsp; 1632399 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 979957 |
| Finnvera OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 04/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 317095 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225692 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217645 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 102407 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1155352 |
| Kuntarahoitus Oyj, 2.63%, 06/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 451009 |
| Kuntarahoitus OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 560062 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1170694 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1325693 |
|  |  | &nbsp;&nbsp; 44953124 |
| **France — 6.7%** | **France — 6.7%** | **France — 6.7%** |
| Action Logement Services |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 175184 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/19/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 212540 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/28/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 213970 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/25/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329673 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 465236 |
| Agence Francaise de Developpement EPIC |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 896980 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1143815 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 614568 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 331227 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | &nbsp;&nbsp; 1526175 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 291479 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 518377 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1134581 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 779679 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1149865 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 925540 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/03/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1140953 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 791283 |
| Agence France Locale |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 326557 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 1942538 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 523969 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 339271 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 786225 |
| Bpifrance SACA |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 307579 |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1266324 |
| &nbsp;&nbsp;&nbsp; 0.25%, 03/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203922 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 543277 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1116859 |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 328423 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,800 | &nbsp;&nbsp; 2037355 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 691310 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 793286 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113554 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112914 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1939927 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; $936406 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 527334 |
| Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,200 | &nbsp;&nbsp; 2370378 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1452927 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 493895 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 970367 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1352452 |
| &nbsp;&nbsp;&nbsp; 0.45%, 01/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1270938 |
| &nbsp;&nbsp;&nbsp; 0.60%, 11/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 839470 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | &nbsp;&nbsp; 2394787 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | &nbsp;&nbsp; 3463661 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 690672 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | &nbsp;&nbsp; 2125349 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1503818 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | &nbsp;&nbsp; 1957647 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | &nbsp;&nbsp; 2440143 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 916549 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1631462 |
| Caisse des Depots et Consignations |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568206 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 585944 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 393835 |
| Caisse Francaise de Financement Local SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 700356 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 389862 |
| &nbsp;&nbsp;&nbsp; 0.10%, 11/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 410275 |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 245981 |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 290715 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/13/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 146600 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113271 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 889421 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338968 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/20/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 362064 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111843 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 220877 |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 306695 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203894 |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 399514 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1066485 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/28/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 273036 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/19/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221399 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1028073 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/17/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 654686 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 467172 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114270 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1133997 |
| French Republic Government Bond OAT |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/25/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR28,450 | &nbsp;&nbsp; 31477332 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,704 | &nbsp;&nbsp; 13015203 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR23,473 | &nbsp;&nbsp; 23243408 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,950 | &nbsp;&nbsp; 10450000 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/25/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,840 | &nbsp;&nbsp; 8274446 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/25/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,290 | &nbsp;&nbsp; 4951563 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/25/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,298 | &nbsp;&nbsp; 7027314 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR16,279 | &nbsp;&nbsp; 17268713 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,803 | &nbsp;&nbsp; 6388672 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/25/44<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,612 | &nbsp;&nbsp; 3550342 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/72<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,163 | &nbsp;&nbsp; 2457982 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/25/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR19,123 | &nbsp;&nbsp; 21044024 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR20,361 | &nbsp;&nbsp; 22299867 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/25/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,569 | &nbsp;&nbsp; $15783138 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/52<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,960 | &nbsp;&nbsp; 4246399 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/53<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,108 | &nbsp;&nbsp; 3687126 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/25/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR18,061 | &nbsp;&nbsp; 20233194 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,337 | &nbsp;&nbsp; 13908498 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR16,990 | &nbsp;&nbsp; 15575416 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,262 | &nbsp;&nbsp; 10611989 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/25/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,633 | &nbsp;&nbsp; 12371175 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/25/50<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,110 | &nbsp;&nbsp; 5626215 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/25/39<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR15,609 | &nbsp;&nbsp; 14168117 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/25/66<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,225 | &nbsp;&nbsp; 3758886 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/25/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR15,140 | &nbsp;&nbsp; 16132646 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/25/48<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,115 | &nbsp;&nbsp; 8167515 |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/24/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR18,930 | &nbsp;&nbsp; 21649060 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/24/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1147719 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/24/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,870 | &nbsp;&nbsp; 17103588 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/25/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR21,757 | &nbsp;&nbsp; 24698109 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/25/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,243 | &nbsp;&nbsp; 4952525 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/25/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR17,715 | &nbsp;&nbsp; 20484254 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,380 | &nbsp;&nbsp; 11978775 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/25/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,758 | &nbsp;&nbsp; 16952565 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR30,530 | &nbsp;&nbsp; 34610357 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/25/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,668 | &nbsp;&nbsp; 16358999 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/25/49<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,640 | &nbsp;&nbsp; 8389508 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,000 | &nbsp;&nbsp; 4652424 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/25/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR13,690 | &nbsp;&nbsp; 15433830 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/45<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,371 | &nbsp;&nbsp; 8722834 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/55<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,370 | &nbsp;&nbsp; 1330357 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/55<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,510 | &nbsp;&nbsp; 10205878 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/25/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR13,653 | &nbsp;&nbsp; 15958581 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/25/42<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 1053307 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/25/56<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,680 | &nbsp;&nbsp; 7088001 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/25/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,676 | &nbsp;&nbsp; 7920962 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/55<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,144 | &nbsp;&nbsp; 5767124 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/60<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,560 | &nbsp;&nbsp; 2820936 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/25/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,868 | &nbsp;&nbsp; 15976203 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/25/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,025 | &nbsp;&nbsp; 10242992 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,118 | &nbsp;&nbsp; 2677379 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/25/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,702 | &nbsp;&nbsp; 7660108 |
| Gestion Securite de Stocks Securite SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 429639 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 701715 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 703659 |
| Ile-de-France Mobilites |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/25/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 209943 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/25/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221292 |
| Ile-De-France Mobilites, 3.45%, 06/25/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 409235 |
| &nbsp;&nbsp;&nbsp; Regie Autonome des Transports Parisiens <br> EPIC, 1.88%, 05/25/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 104876 |
| Region of Ile de France |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 321178 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 683734 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 562834 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 348394 |
| SFIL SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 287366 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 206193 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 568963 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 460775 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112852 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1160689 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| SNCF Reseau |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/29/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; $342863 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/11/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 461463 |
| Societe Des Grands Projets EPIC |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1575630 |
| &nbsp;&nbsp;&nbsp; 0.30%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 580284 |
| &nbsp;&nbsp;&nbsp; 0.70%, 10/15/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 326252 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/10/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 453741 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/26/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 288046 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/18/70<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 401439 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 380999 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/08/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 660589 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/25/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 647940 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/25/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 525331 |
| Societe Nationale SNCF SACA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1033217 |
| &nbsp;&nbsp;&nbsp; 0.88%, 12/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1262120 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/28/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 314968 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/25/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 76835 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/19/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 170860 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/29/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 652163 |
| Unedic Asseo |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 11/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,200 | &nbsp;&nbsp; 2447296 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1446081 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1184739 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 531720 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 109673 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,800 | &nbsp;&nbsp; 2011739 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 398267 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 311841 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 522818 |
| UNEDIC ASSEO |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1350265 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 450413 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,500 | &nbsp;&nbsp; 2886048 |
| Ville de Paris |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 203460 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 94811 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/05/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113575 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/25/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112396 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/22/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 322357 |
|  |  | &nbsp;&nbsp; 708691240 |
| **Georgia — 0.0%** | **Georgia — 0.0%** | **Georgia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Gemeinsame Deutsche Bundeslaender, <br> 2.50%, 10/24/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 450328 |
| &nbsp;&nbsp;&nbsp; Land Baden-Wuerttemberg, 2.63%, <br> 10/30/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,800 | &nbsp;&nbsp; 1999488 |
| &nbsp;&nbsp;&nbsp; State of North Rhine-Westphalia, 2.50%, <br> 10/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 513998 |
| &nbsp;&nbsp;&nbsp; State of North Rhine-Westphalia Germany, <br> 2.70%, 09/05/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1119690 |
|  |  | &nbsp;&nbsp; 4083504 |
| **Germany — 5.4%** | **Germany — 5.4%** | **Germany — 5.4%** |
| Bundesobligation |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 169003 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,125 | &nbsp;&nbsp; 10082732 |
| &nbsp;&nbsp;&nbsp; 1.30%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR14,163 | &nbsp;&nbsp; 15944838 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | &nbsp;&nbsp; 3420033 |
| &nbsp;&nbsp;&nbsp; 2.20%, 04/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,480 | &nbsp;&nbsp; 9728505 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR26,834 | &nbsp;&nbsp; 30935141 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,100 | &nbsp;&nbsp; $4710285 |
| Bundesrepublik Deutschland Bundesanleihe |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,257 | &nbsp;&nbsp; 4648565 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,536 | &nbsp;&nbsp; 1640265 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR18,600 | &nbsp;&nbsp; 19496425 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,750 | &nbsp;&nbsp; 8015725 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR25,450 | &nbsp;&nbsp; 25986750 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,180 | &nbsp;&nbsp; 3203157 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,999 | &nbsp;&nbsp; 2978480 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,751 | &nbsp;&nbsp; 2690386 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,591 | &nbsp;&nbsp; 4037949 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR23,670 | &nbsp;&nbsp; 20087382 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR18,986 | &nbsp;&nbsp; 10059797 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,771 | &nbsp;&nbsp; 3874879 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR28,131 | &nbsp;&nbsp; 31314951 |
| &nbsp;&nbsp;&nbsp; 0.25%, 08/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,268 | &nbsp;&nbsp; 3536864 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,881 | &nbsp;&nbsp; 6298245 |
| &nbsp;&nbsp;&nbsp; 0.50%, 08/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,000 | &nbsp;&nbsp; 4435842 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR32,421 | &nbsp;&nbsp; 35673160 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR393 | &nbsp;&nbsp; 358303 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR17,623 | &nbsp;&nbsp; 14012131 |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,489 | &nbsp;&nbsp; 11410198 |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,708 | &nbsp;&nbsp; 7476382 |
| &nbsp;&nbsp;&nbsp; 2.10%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,120 | &nbsp;&nbsp; 4683066 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,202 | &nbsp;&nbsp; 5765543 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,820 | &nbsp;&nbsp; 9935618 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,593 | &nbsp;&nbsp; 8707772 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,750 | &nbsp;&nbsp; 10983918 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/04/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR11,467 | &nbsp;&nbsp; 12020815 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,023 | &nbsp;&nbsp; 9361484 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,851 | &nbsp;&nbsp; 5852348 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,950 | &nbsp;&nbsp; 7967794 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,997 | &nbsp;&nbsp; 9114385 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,220 | &nbsp;&nbsp; 8886958 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,680 | &nbsp;&nbsp; 9369754 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/04/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,167 | &nbsp;&nbsp; 6061351 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,340 | &nbsp;&nbsp; 5533265 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,759 | &nbsp;&nbsp; 3389117 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,167 | &nbsp;&nbsp; 12261748 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/04/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,629 | &nbsp;&nbsp; 11941184 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,405 | &nbsp;&nbsp; 4510988 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,555 | &nbsp;&nbsp; 1926782 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,903 | &nbsp;&nbsp; 3873836 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,253 | &nbsp;&nbsp; 1551635 |
| &nbsp;&nbsp;&nbsp; Series G, 0.00%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,010 | &nbsp;&nbsp; 10223344 |
| &nbsp;&nbsp;&nbsp; Series G, 0.00%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,500 | &nbsp;&nbsp; 2484567 |
| &nbsp;&nbsp;&nbsp; Series G, 0.00%, 08/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,040 | &nbsp;&nbsp; 2678392 |
| Bundesschatzanweisungen |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,680 | &nbsp;&nbsp; 9861531 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,050 | &nbsp;&nbsp; 5786579 |
| &nbsp;&nbsp;&nbsp; Free & Hanseatic City of Hamburg, 2.38%, <br> 10/02/29<br>| &nbsp;&nbsp;&nbsp; EUR440 | &nbsp;&nbsp; 499834 |
| Free and Hanseatic City of Hamburg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/29/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 290878 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 140043 |
| &nbsp;&nbsp;&nbsp; 0.40%, 11/23/51 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 100689 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/05/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 91104 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/26/30 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345480 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/32 | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1264723 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/26/35 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113053 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Free State of Bavaria |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; $769673 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/19/55 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 306011 |
| Free State of Saxony |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 411130 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/17/32 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 787492 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/35 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113004 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/33 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115233 |
| Gemeinsame Deutsche Bundeslaender |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 435454 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 701202 |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 440682 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 321440 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 764372 |
| &nbsp;&nbsp;&nbsp; Gemeinsame Deutsche Bundeslaender HB <br> HH MV RP SL SH, 3.00%, 04/26/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232464 |
| &nbsp;&nbsp;&nbsp; Hannoversche Beteiligungsgesellschaft <br> Niedersachsen mbH, 0.25%, 07/16/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 87474 |
| &nbsp;&nbsp;&nbsp; Investitionsbank Schleswig-Holstein, 2.75%, <br> 02/19/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1113076 |
| Land Baden-Wuerttemberg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 188858 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226601 |
| &nbsp;&nbsp;&nbsp; 0.80%, 04/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 329659 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 344006 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 332434 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1155133 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 460967 |
| Land Berlin |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 549331 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 402797 |
| &nbsp;&nbsp;&nbsp; 0.05%, 08/06/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 242386 |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 513148 |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR280 | &nbsp;&nbsp; 191767 |
| &nbsp;&nbsp;&nbsp; 0.15%, 02/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 167833 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113112 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 390408 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 912150 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/26/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 109458 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR475 | &nbsp;&nbsp; 452124 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 305080 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 443476 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/05/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR720 | &nbsp;&nbsp; 670542 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/27/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 90530 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/04/30 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 453441 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/24/31 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1140650 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/16/32 | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 628221 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/14/33 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 452961 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1137862 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/04/28 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 465012 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 407518 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/13/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 797477 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/19/35 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115664 |
| Land Thueringen |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 10/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR60 | &nbsp;&nbsp; 66912 |
| &nbsp;&nbsp;&nbsp; 0.38%, 12/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 74689 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111210 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/02/29 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 533099 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114945 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,340 | &nbsp;&nbsp; 1559511 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| State of Brandenburg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $534307 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 558035 |
| &nbsp;&nbsp;&nbsp; 0.60%, 10/13/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 108604 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 400783 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/25/29 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 457934 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1021878 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/33 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115005 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/35 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342869 |
| State of Bremen |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1059667 |
| &nbsp;&nbsp;&nbsp; 0.15%, 09/14/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 210234 |
| &nbsp;&nbsp;&nbsp; 0.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 212880 |
| &nbsp;&nbsp;&nbsp; 0.55%, 02/04/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 166101 |
| &nbsp;&nbsp;&nbsp; 1.20%, 01/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 198848 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/25/27 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1145621 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/30/32 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228559 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/28/33 | &nbsp;&nbsp;&nbsp; EUR1,590 | &nbsp;&nbsp; 1803513 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/18/31 | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1037494 |
| State of Hesse |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/10/31 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 97549 |
| &nbsp;&nbsp;&nbsp; 0.38%, 07/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR725 | &nbsp;&nbsp; 814564 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 650995 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 177487 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/10/27 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 805659 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111344 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1771567 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,280 | &nbsp;&nbsp; 1443847 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/10/33 | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1316334 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/04/33 | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 171424 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/18/35 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 453330 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346789 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/10/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111827 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/05/28 | &nbsp;&nbsp;&nbsp; EUR1,974 | &nbsp;&nbsp; 2314053 |
| State of Lower Saxony |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 559663 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 442227 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 542557 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR680 | &nbsp;&nbsp; 728234 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 954266 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 677394 |
| &nbsp;&nbsp;&nbsp; 0.25%, 04/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 84361 |
| &nbsp;&nbsp;&nbsp; 0.38%, 05/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1691643 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 506889 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1089412 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 199228 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/09/30 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 570168 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,240 | &nbsp;&nbsp; 1425509 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 282983 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/09/34 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 558238 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/25/30 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 576328 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226058 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/24/34 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112580 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/09/35 | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 783440 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/16/35 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342753 |
| State of Mecklenburg-Western Pomerania |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/12/32 | &nbsp;&nbsp;&nbsp; EUR470 | &nbsp;&nbsp; 530446 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342520 |
| State of North Rhine-Westphalia Germany |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 683890 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR975 | &nbsp;&nbsp; 816478 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR925 | &nbsp;&nbsp; $912215 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1105628 |
| &nbsp;&nbsp;&nbsp; 0.20%, 04/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1436379 |
| &nbsp;&nbsp;&nbsp; 0.20%, 01/27/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 121906 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/02/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 104511 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR65 | &nbsp;&nbsp; 73408 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 779572 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR630 | &nbsp;&nbsp; 333014 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR460 | &nbsp;&nbsp; 465589 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/16/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR75 | &nbsp;&nbsp; 57087 |
| &nbsp;&nbsp;&nbsp; 0.80%, 07/30/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR630 | &nbsp;&nbsp; 393946 |
| &nbsp;&nbsp;&nbsp; 0.90%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 653506 |
| &nbsp;&nbsp;&nbsp; 0.95%, 01/10/2121<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR390 | &nbsp;&nbsp; 138045 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/16/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR570 | &nbsp;&nbsp; 399090 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR780 | &nbsp;&nbsp; 768315 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 614281 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/15/2120<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR535 | &nbsp;&nbsp; 238328 |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/16/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 207057 |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/19/2122<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 93388 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/12/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 487170 |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/16/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 1547604 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR320 | &nbsp;&nbsp; 348185 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/22/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,130 | &nbsp;&nbsp; 1078491 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/16/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR470 | &nbsp;&nbsp; 376343 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/26/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR480 | &nbsp;&nbsp; 340575 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/11/68<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 262027 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/26/78<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR565 | &nbsp;&nbsp; 375927 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/21/2119<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR845 | &nbsp;&nbsp; 564285 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/14/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 256345 |
| &nbsp;&nbsp;&nbsp; 2.35%, 07/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113210 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 574525 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1081170 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 582643 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 797078 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR680 | &nbsp;&nbsp; 786576 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/73<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,140 | &nbsp;&nbsp; 2216274 |
| State of Rhineland-Palatinate |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 791930 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | &nbsp;&nbsp; 434650 |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 333690 |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/10/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 102780 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,490 | &nbsp;&nbsp; 1721377 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 114483 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/02/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229216 |
| State of Saarland, 3.00%, 01/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 228235 |
| State of Saxony-Anhalt |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 295654 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 497766 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 215663 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/13/30 | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1480153 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/19/32 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 456412 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/23/34 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225210 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/29/35 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225758 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 287044 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/06/54 | &nbsp;&nbsp;&nbsp; EUR190 | &nbsp;&nbsp; 195026 |
| State of Schleswig-Holstein Germany |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 07/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 488707 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 574232 |
| &nbsp;&nbsp;&nbsp; 0.20%, 08/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 183225 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222259 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340321 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; $521470 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1158465 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338996 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 920298 |
|  |  | &nbsp;&nbsp; 575238709 |
| **Greece — 0.2%** | **Greece — 0.2%** | **Greece — 0.2%** |
| Hellenic Republic Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 07/23/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1139717 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/24/52<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 74622 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,926 | &nbsp;&nbsp; 2223740 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,360 | &nbsp;&nbsp; 1587541 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,620 | &nbsp;&nbsp; 4312322 |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,000 | &nbsp;&nbsp; 6019280 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,750 | &nbsp;&nbsp; 3286447 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/54<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR884 | &nbsp;&nbsp; 999332 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/30/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,590 | &nbsp;&nbsp; 1897161 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/18/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | &nbsp;&nbsp; 3678896 |
|  |  | &nbsp;&nbsp; 25219058 |
| **Guernsey — 0.0%** | **Guernsey — 0.0%** | **Guernsey — 0.0%** |
| States of Guernsey Bond, 3.38%, 12/12/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 93925 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |
| Hong Kong Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 581408 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR382 | &nbsp;&nbsp; 444325 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 239134 |
|  |  | &nbsp;&nbsp; 1264867 |
| **Hungary — 0.2%** | **Hungary — 0.2%** | **Hungary — 0.2%** |
| Hungary Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/20/33 | &nbsp;&nbsp;&nbsp; HUF1,078,920 | &nbsp;&nbsp; 2222231 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/22/34 | &nbsp;&nbsp;&nbsp; HUF260,990 | &nbsp;&nbsp; 512026 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/22/26 | &nbsp;&nbsp;&nbsp; HUF411,470 | &nbsp;&nbsp; 1122416 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/27/27 | &nbsp;&nbsp;&nbsp; HUF467,180 | &nbsp;&nbsp; 1241655 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/21/30 | &nbsp;&nbsp;&nbsp; HUF367,180 | &nbsp;&nbsp; 891666 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/27/38 | &nbsp;&nbsp;&nbsp; HUF348,710 | &nbsp;&nbsp; 636446 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/25/41 | &nbsp;&nbsp;&nbsp; HUF700,000 | &nbsp;&nbsp; 1186469 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/22/31 | &nbsp;&nbsp;&nbsp; HUF255,650 | &nbsp;&nbsp; 600941 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/24/32 | &nbsp;&nbsp;&nbsp; HUF324,240 | &nbsp;&nbsp; 811969 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/22/28 | &nbsp;&nbsp;&nbsp; HUF424,590 | &nbsp;&nbsp; 1220124 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/24/35 | &nbsp;&nbsp;&nbsp; HUF50,000 | &nbsp;&nbsp; 140642 |
| Hungary Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/22/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR310 | &nbsp;&nbsp; 352832 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR423 | &nbsp;&nbsp; 422227 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 643600 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 471885 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 519700 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1123392 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 296337 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 370630 |
| &nbsp;&nbsp;&nbsp; Magyar Export-Import Bank Zrt, 6.00%, <br> 05/16/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 925856 |
| &nbsp;&nbsp;&nbsp; MFB Magyar Fejlesztesi Bank Zrt, 4.38%, <br> 06/27/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233667 |
|  |  | &nbsp;&nbsp; 15946711 |
| **Iceland — 0.0%** | **Iceland — 0.0%** | **Iceland — 0.0%** |
| Iceland Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 213262 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1364691 |
|  |  | &nbsp;&nbsp; 1577953 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Indonesia — 0.8%** | **Indonesia — 0.8%** | **Indonesia — 0.8%** |
| Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 02/14/27 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; $111423 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/12/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 190866 |
| &nbsp;&nbsp;&nbsp; 1.30%, 03/23/34 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 282019 |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/30/31 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 303844 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/10/32 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229952 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 587718 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/33 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 464652 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/37 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345355 |
| Indonesia Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; IDR39,000,000 | &nbsp;&nbsp; 2349518 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/36 | &nbsp;&nbsp;&nbsp; IDR17,555,000 | &nbsp;&nbsp; 1037511 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/28 | &nbsp;&nbsp;&nbsp; IDR63,930,000 | &nbsp;&nbsp; 3936559 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/32 | &nbsp;&nbsp;&nbsp; IDR43,000,000 | &nbsp;&nbsp; 2613527 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/15/37 | &nbsp;&nbsp;&nbsp; IDR20,485,000 | &nbsp;&nbsp; 1211600 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/30 | &nbsp;&nbsp;&nbsp; IDR65,251,000 | &nbsp;&nbsp; 4018348 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; IDR60,396,000 | &nbsp;&nbsp; 3710153 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/34 | &nbsp;&nbsp;&nbsp; IDR93,000,000 | &nbsp;&nbsp; 5682215 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | &nbsp;&nbsp;&nbsp; IDR88,431,000 | &nbsp;&nbsp; 5451025 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/29 | &nbsp;&nbsp;&nbsp; IDR40,000,000 | &nbsp;&nbsp; 2501624 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/51 | &nbsp;&nbsp;&nbsp; IDR38,116,000 | &nbsp;&nbsp; 2290845 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/54 | &nbsp;&nbsp;&nbsp; IDR30,700,000 | &nbsp;&nbsp; 1854456 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/15/27 | &nbsp;&nbsp;&nbsp; IDR25,000,000 | &nbsp;&nbsp; 1549262 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/15/30 | &nbsp;&nbsp;&nbsp; IDR40,048,000 | &nbsp;&nbsp; 2518931 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; IDR44,413,000 | &nbsp;&nbsp; 2780505 |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/15/38 | &nbsp;&nbsp;&nbsp; IDR22,030,000 | &nbsp;&nbsp; 1377707 |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/15/42 | &nbsp;&nbsp;&nbsp; IDR21,144,000 | &nbsp;&nbsp; 1309934 |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/15/43 | &nbsp;&nbsp;&nbsp; IDR63,069,000 | &nbsp;&nbsp; 3912089 |
| &nbsp;&nbsp;&nbsp; 7.13%, 08/15/45 | &nbsp;&nbsp;&nbsp; IDR23,200,000 | &nbsp;&nbsp; 1446390 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/26 | &nbsp;&nbsp;&nbsp; IDR26,000,000 | &nbsp;&nbsp; 1592902 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/15/48 | &nbsp;&nbsp;&nbsp; IDR27,269,000 | &nbsp;&nbsp; 1728924 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/32 | &nbsp;&nbsp;&nbsp; IDR41,912,000 | &nbsp;&nbsp; 2689640 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; IDR45,000,000 | &nbsp;&nbsp; 2913171 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/40 | &nbsp;&nbsp;&nbsp; IDR50,166,000 | &nbsp;&nbsp; 3218199 |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; IDR58,031,000 | &nbsp;&nbsp; 3786194 |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/36 | &nbsp;&nbsp;&nbsp; IDR18,000,000 | &nbsp;&nbsp; 1225391 |
| &nbsp;&nbsp;&nbsp; 8.38%, 09/15/26 | &nbsp;&nbsp;&nbsp; IDR9,000,000 | &nbsp;&nbsp; 562261 |
| &nbsp;&nbsp;&nbsp; 8.38%, 03/15/34 | &nbsp;&nbsp;&nbsp; IDR38,000,000 | &nbsp;&nbsp; 2581962 |
| &nbsp;&nbsp;&nbsp; 8.38%, 04/15/39 | &nbsp;&nbsp;&nbsp; IDR19,760,000 | &nbsp;&nbsp; 1362159 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/31 | &nbsp;&nbsp;&nbsp; IDR60,142,000 | &nbsp;&nbsp; 4072474 |
| &nbsp;&nbsp;&nbsp; 8.75%, 02/15/44 | &nbsp;&nbsp;&nbsp; IDR12,320,000 | &nbsp;&nbsp; 886545 |
| &nbsp;&nbsp;&nbsp; Perusahaan Penerbit SBSN Indonesia, <br> 8.88%, 11/15/31<br>| &nbsp;&nbsp;&nbsp; IDR7,600,000 | &nbsp;&nbsp; 515266 |
|  |  | &nbsp;&nbsp; 81203116 |
| **Ireland — 0.3%** | **Ireland — 0.3%** | **Ireland — 0.3%** |
| Ireland Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,955 | &nbsp;&nbsp; 2878477 |
| &nbsp;&nbsp;&nbsp; 0.20%, 05/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,204 | &nbsp;&nbsp; 5757798 |
| &nbsp;&nbsp;&nbsp; 0.20%, 10/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,387 | &nbsp;&nbsp; 1409451 |
| &nbsp;&nbsp;&nbsp; 0.35%, 10/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,021 | &nbsp;&nbsp; 988310 |
| &nbsp;&nbsp;&nbsp; 0.40%, 05/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,615 | &nbsp;&nbsp; 5013743 |
| &nbsp;&nbsp;&nbsp; 0.55%, 04/22/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR898 | &nbsp;&nbsp; 682447 |
| &nbsp;&nbsp;&nbsp; 0.90%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR681 | &nbsp;&nbsp; 753150 |
| &nbsp;&nbsp;&nbsp; 1.10%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,263 | &nbsp;&nbsp; 2476120 |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR565 | &nbsp;&nbsp; 579041 |
| &nbsp;&nbsp;&nbsp; 1.35%, 03/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR694 | &nbsp;&nbsp; 747411 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,332 | &nbsp;&nbsp; 2596089 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR717 | &nbsp;&nbsp; 706295 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/18/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,283 | &nbsp;&nbsp; 2098033 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,290 | &nbsp;&nbsp; 1472967 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/18/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,230 | &nbsp;&nbsp; 1368661 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/18/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $542671 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/18/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | &nbsp;&nbsp; 1424345 |
|  |  | &nbsp;&nbsp; 31495009 |
| **Israel — 0.3%** | **Israel — 0.3%** | **Israel — 0.3%** |
| Israel Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/27/26 | &nbsp;&nbsp;&nbsp; ILS2,650 | &nbsp;&nbsp; 764030 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/31/30 | &nbsp;&nbsp;&nbsp; ILS8,576 | &nbsp;&nbsp; 2194630 |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/30/32 | &nbsp;&nbsp;&nbsp; ILS6,733 | &nbsp;&nbsp; 1649779 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/31/37 | &nbsp;&nbsp;&nbsp; ILS7,977 | &nbsp;&nbsp; 1728611 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/31/27 | &nbsp;&nbsp;&nbsp; ILS1,750 | &nbsp;&nbsp; 497743 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/28/28 | &nbsp;&nbsp;&nbsp; ILS4,828 | &nbsp;&nbsp; 1343777 |
| &nbsp;&nbsp;&nbsp; 2.80%, 11/29/52 | &nbsp;&nbsp;&nbsp; ILS9,210 | &nbsp;&nbsp; 1920109 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/30/27 | &nbsp;&nbsp;&nbsp; ILS10,090 | &nbsp;&nbsp; 2945887 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/28/29 | &nbsp;&nbsp;&nbsp; ILS5,568 | &nbsp;&nbsp; 1618653 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/31/47 | &nbsp;&nbsp;&nbsp; ILS7,492 | &nbsp;&nbsp; 1944625 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/30/35 | &nbsp;&nbsp;&nbsp; ILS8,790 | &nbsp;&nbsp; 2527719 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/31/29 | &nbsp;&nbsp;&nbsp; ILS22,450 | &nbsp;&nbsp; 6722785 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/31/42 | &nbsp;&nbsp;&nbsp; ILS5,476 | &nbsp;&nbsp; 1791943 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/30/26 | &nbsp;&nbsp;&nbsp; ILS3,643 | &nbsp;&nbsp; 1100137 |
| Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 568111 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 335136 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 969404 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/16/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 744223 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 234775 |
|  |  | &nbsp;&nbsp; 31602077 |
| **Italy — 4.7%** | **Italy — 4.7%** | **Italy — 4.7%** |
| Cassa Depositi e Prestiti SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 325425 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 105042 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225745 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 737891 |
| City of Milan Italy, 4.02%, 06/29/35 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231945 |
| &nbsp;&nbsp;&nbsp; Istituto Per Il Credito Sportivo E Culturale <br> SpA, 3.50%, 01/29/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 463926 |
| Italy Buoni Poliennali Del Tesoro |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,033 | &nbsp;&nbsp; 4374505 |
| &nbsp;&nbsp;&nbsp; 0.45%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,558 | &nbsp;&nbsp; 2727792 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,447 | &nbsp;&nbsp; 5903927 |
| &nbsp;&nbsp;&nbsp; 0.60%, 08/01/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,553 | &nbsp;&nbsp; 5548101 |
| &nbsp;&nbsp;&nbsp; 0.85%, 01/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,000 | &nbsp;&nbsp; 4491156 |
| &nbsp;&nbsp;&nbsp; 0.90%, 04/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,740 | &nbsp;&nbsp; 4867847 |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,060 | &nbsp;&nbsp; 5637986 |
| &nbsp;&nbsp;&nbsp; 0.95%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,218 | &nbsp;&nbsp; 4425767 |
| &nbsp;&nbsp;&nbsp; 0.95%, 12/01/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,684 | &nbsp;&nbsp; 10808496 |
| &nbsp;&nbsp;&nbsp; 0.95%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,810 | &nbsp;&nbsp; 6792721 |
| &nbsp;&nbsp;&nbsp; 0.95%, 03/01/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,128 | &nbsp;&nbsp; 1821189 |
| &nbsp;&nbsp;&nbsp; 1.35%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,873 | &nbsp;&nbsp; 5257765 |
| &nbsp;&nbsp;&nbsp; 1.45%, 03/01/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,700 | &nbsp;&nbsp; 4389079 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/30/45<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,136 | &nbsp;&nbsp; 3117323 |
| &nbsp;&nbsp;&nbsp; 1.65%, 12/01/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,248 | &nbsp;&nbsp; 2425003 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,753 | &nbsp;&nbsp; 6052840 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/01/51<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,850 | &nbsp;&nbsp; 2711619 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/01/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,020 | &nbsp;&nbsp; 3462710 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,292 | &nbsp;&nbsp; 8287472 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,559 | &nbsp;&nbsp; 5198195 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/01/72<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR320 | &nbsp;&nbsp; 212927 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/01/72<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR841 | &nbsp;&nbsp; 559598 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,940 | &nbsp;&nbsp; 14808873 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,180 | &nbsp;&nbsp; 3203154 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,872 | &nbsp;&nbsp; $5272681 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/50<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,123 | &nbsp;&nbsp; 4294996 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,360 | &nbsp;&nbsp; 6979073 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR14,389 | &nbsp;&nbsp; 16587440 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,033 | &nbsp;&nbsp; 1189087 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,570 | &nbsp;&nbsp; 9883603 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/47<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,824 | &nbsp;&nbsp; 3502704 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,610 | &nbsp;&nbsp; 6499265 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,603 | &nbsp;&nbsp; 4159001 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/67<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,532 | &nbsp;&nbsp; 3678915 |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,550 | &nbsp;&nbsp; 2939095 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,854 | &nbsp;&nbsp; 2998252 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,468 | &nbsp;&nbsp; 6365364 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,280 | &nbsp;&nbsp; 4963392 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,114 | &nbsp;&nbsp; 6406503 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR13,630 | &nbsp;&nbsp; 15706987 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,590 | &nbsp;&nbsp; 4138168 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,409 | &nbsp;&nbsp; 5891606 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/46<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,702 | &nbsp;&nbsp; 4735544 |
| &nbsp;&nbsp;&nbsp; 3.35%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,735 | &nbsp;&nbsp; 4389942 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/01/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR13,599 | &nbsp;&nbsp; 15489913 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,964 | &nbsp;&nbsp; 4656000 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,380 | &nbsp;&nbsp; 12185889 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/48<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,737 | &nbsp;&nbsp; 3849952 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,097 | &nbsp;&nbsp; 16730635 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,400 | &nbsp;&nbsp; 2829525 |
| &nbsp;&nbsp;&nbsp; 3.60%, 10/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,410 | &nbsp;&nbsp; 2773629 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,483 | &nbsp;&nbsp; 5190753 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,930 | &nbsp;&nbsp; 15418618 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,991 | &nbsp;&nbsp; 3557186 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,800 | &nbsp;&nbsp; 4420561 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,123 | &nbsp;&nbsp; 9744439 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,222 | &nbsp;&nbsp; 6193396 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,771 | &nbsp;&nbsp; 6817295 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/01/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,530 | &nbsp;&nbsp; 2866439 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/49<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,627 | &nbsp;&nbsp; 11575962 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,110 | &nbsp;&nbsp; 4967175 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/30/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,200 | &nbsp;&nbsp; 2670212 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,129 | &nbsp;&nbsp; 3765507 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,717 | &nbsp;&nbsp; 7980174 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/30/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,460 | &nbsp;&nbsp; 7660075 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,960 | &nbsp;&nbsp; 7176058 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/39<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,160 | &nbsp;&nbsp; 4910452 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,214 | &nbsp;&nbsp; 2613399 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,160 | &nbsp;&nbsp; 6287972 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/54<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,010 | &nbsp;&nbsp; 6811372 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,950 | &nbsp;&nbsp; 7331235 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,972 | &nbsp;&nbsp; 6152837 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/43<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,260 | &nbsp;&nbsp; 2712824 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,780 | &nbsp;&nbsp; 8138473 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/53<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,551 | &nbsp;&nbsp; 1826513 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,108 | &nbsp;&nbsp; 5022034 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/44<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,631 | &nbsp;&nbsp; 7038163 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,751 | &nbsp;&nbsp; 11285694 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/39<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,573 | &nbsp;&nbsp; 7200450 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,361 | &nbsp;&nbsp; 8199951 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR872 | &nbsp;&nbsp; 1105712 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,535 | &nbsp;&nbsp; 6069884 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,905 | &nbsp;&nbsp; 3875829 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,764 | &nbsp;&nbsp; 3451469 |
| Region of Lazio Italy, 3.09%, 03/31/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR78 | &nbsp;&nbsp; 84156 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; Republic of Italy Government International <br> Bond, 5.20%, 07/31/34<br>| &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; $1205714 |
|  |  | &nbsp;&nbsp; 499601163 |
| **Japan — 10.5%** | **Japan — 10.5%** | **Japan — 10.5%** |
| Development Bank of Japan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 573006 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233698 |
| &nbsp;&nbsp;&nbsp; Japan Bank for International Cooperation, <br> 2.63%, 10/17/30<br>| &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1136273 |
| Japan Government Five Year Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/20/26 | &nbsp;&nbsp;&nbsp; JPY991,400 | &nbsp;&nbsp; 6523766 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/20/26 | &nbsp;&nbsp;&nbsp; JPY795,900 | &nbsp;&nbsp; 5226490 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY700,000 | &nbsp;&nbsp; 4586249 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/20/27 | &nbsp;&nbsp;&nbsp; JPY2,812,700 | &nbsp;&nbsp; 18378812 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY600,000 | &nbsp;&nbsp; 3937346 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/27 | &nbsp;&nbsp;&nbsp; JPY1,132,600 | &nbsp;&nbsp; 7393917 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY1,106,550 | &nbsp;&nbsp; 7191856 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/28 | &nbsp;&nbsp;&nbsp; JPY2,772,500 | &nbsp;&nbsp; 17977904 |
| &nbsp;&nbsp;&nbsp; 0.20%, 12/20/27 | &nbsp;&nbsp;&nbsp; JPY532,500 | &nbsp;&nbsp; 3477177 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY320,000 | &nbsp;&nbsp; 2085546 |
| &nbsp;&nbsp;&nbsp; 0.20%, 12/20/28 | &nbsp;&nbsp;&nbsp; JPY720,000 | &nbsp;&nbsp; 4658295 |
| &nbsp;&nbsp;&nbsp; 0.30%, 12/20/27 | &nbsp;&nbsp;&nbsp; JPY455,350 | &nbsp;&nbsp; 2981258 |
| &nbsp;&nbsp;&nbsp; 0.30%, 06/20/28 | &nbsp;&nbsp;&nbsp; JPY300,000 | &nbsp;&nbsp; 1956518 |
| &nbsp;&nbsp;&nbsp; 0.30%, 09/20/28 | &nbsp;&nbsp;&nbsp; JPY750,000 | &nbsp;&nbsp; 4880357 |
| &nbsp;&nbsp;&nbsp; 0.30%, 12/20/28 | &nbsp;&nbsp;&nbsp; JPY800,300 | &nbsp;&nbsp; 5193812 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/20/28 | &nbsp;&nbsp;&nbsp; JPY628,400 | &nbsp;&nbsp; 4101970 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY1,500,000 | &nbsp;&nbsp; 9748539 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY897,700 | &nbsp;&nbsp; 5820899 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY752,200 | &nbsp;&nbsp; 4906455 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY1,402,650 | &nbsp;&nbsp; 9126842 |
| &nbsp;&nbsp;&nbsp; 0.60%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY401,300 | &nbsp;&nbsp; 2626777 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY1,040,600 | &nbsp;&nbsp; 6799539 |
| &nbsp;&nbsp;&nbsp; 0.70%, 09/20/29 | &nbsp;&nbsp;&nbsp; JPY1,362,250 | &nbsp;&nbsp; 8920313 |
| &nbsp;&nbsp;&nbsp; 0.90%, 12/20/29 | &nbsp;&nbsp;&nbsp; JPY833,850 | &nbsp;&nbsp; 5495558 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY927,700 | &nbsp;&nbsp; 6134203 |
| Japan Government Forty Year Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/56 | &nbsp;&nbsp;&nbsp; JPY688,700 | &nbsp;&nbsp; 2177374 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/59 | &nbsp;&nbsp;&nbsp; JPY1,231,650 | &nbsp;&nbsp; 3787672 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/60 | &nbsp;&nbsp;&nbsp; JPY593,450 | &nbsp;&nbsp; 1779339 |
| &nbsp;&nbsp;&nbsp; 0.70%, 03/20/61 | &nbsp;&nbsp;&nbsp; JPY533,800 | &nbsp;&nbsp; 1706360 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/58 | &nbsp;&nbsp;&nbsp; JPY215,600 | &nbsp;&nbsp; 766269 |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/20/57 | &nbsp;&nbsp;&nbsp; JPY364,550 | &nbsp;&nbsp; 1370783 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/20/62 | &nbsp;&nbsp;&nbsp; JPY458,600 | &nbsp;&nbsp; 1618935 |
| &nbsp;&nbsp;&nbsp; 1.30%, 03/20/63 | &nbsp;&nbsp;&nbsp; JPY534,600 | &nbsp;&nbsp; 2068479 |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/20/55 | &nbsp;&nbsp;&nbsp; JPY510,150 | &nbsp;&nbsp; 2306739 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/20/54 | &nbsp;&nbsp;&nbsp; JPY718,950 | &nbsp;&nbsp; 3556624 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/20/53 | &nbsp;&nbsp;&nbsp; JPY131,800 | &nbsp;&nbsp; 695738 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; JPY84,500 | &nbsp;&nbsp; 462224 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/49 | &nbsp;&nbsp;&nbsp; JPY77,000 | &nbsp;&nbsp; 460736 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/50 | &nbsp;&nbsp;&nbsp; JPY116,250 | &nbsp;&nbsp; 686009 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/51 | &nbsp;&nbsp;&nbsp; JPY295,250 | &nbsp;&nbsp; 1708732 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/64 | &nbsp;&nbsp;&nbsp; JPY1,279,100 | &nbsp;&nbsp; 6509459 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/48 | &nbsp;&nbsp;&nbsp; JPY136,450 | &nbsp;&nbsp; 857562 |
| Japan Government Ten Year Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/26 | &nbsp;&nbsp;&nbsp; JPY1,061,350 | &nbsp;&nbsp; 6991976 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/26 | &nbsp;&nbsp;&nbsp; JPY1,602,750 | &nbsp;&nbsp; 10538888 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY3,212,100 | &nbsp;&nbsp; 21080152 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/27 | &nbsp;&nbsp;&nbsp; JPY990,700 | &nbsp;&nbsp; 6485037 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/27 | &nbsp;&nbsp;&nbsp; JPY1,108,500 | &nbsp;&nbsp; 7239187 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/27 | &nbsp;&nbsp;&nbsp; JPY817,750 | &nbsp;&nbsp; 5328404 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY1,854,250 | &nbsp;&nbsp; 12056352 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/28 | &nbsp;&nbsp;&nbsp; JPY1,931,450 | &nbsp;&nbsp; $12525950 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/28 | &nbsp;&nbsp;&nbsp; JPY1,565,250 | &nbsp;&nbsp; 10116645 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/28 | &nbsp;&nbsp;&nbsp; JPY1,086,750 | &nbsp;&nbsp; 7006288 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY1,170,000 | &nbsp;&nbsp; 7521464 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY1,370,450 | &nbsp;&nbsp; 8782340 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/29 | &nbsp;&nbsp;&nbsp; JPY2,198,550 | &nbsp;&nbsp; 14040952 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/29 | &nbsp;&nbsp;&nbsp; JPY2,161,650 | &nbsp;&nbsp; 13760009 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY3,525,800 | &nbsp;&nbsp; 22367617 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY3,084,850 | &nbsp;&nbsp; 19502432 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/30 | &nbsp;&nbsp;&nbsp; JPY1,179,200 | &nbsp;&nbsp; 7427712 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/30 | &nbsp;&nbsp;&nbsp; JPY4,073,850 | &nbsp;&nbsp; 25572391 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/31 | &nbsp;&nbsp;&nbsp; JPY1,316,600 | &nbsp;&nbsp; 8230612 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/31 | &nbsp;&nbsp;&nbsp; JPY1,185,700 | &nbsp;&nbsp; 7391091 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/31 | &nbsp;&nbsp;&nbsp; JPY712,200 | &nbsp;&nbsp; 4420997 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/31 | &nbsp;&nbsp;&nbsp; JPY1,020,700 | &nbsp;&nbsp; 6311242 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY2,356,900 | &nbsp;&nbsp; 14619463 |
| &nbsp;&nbsp;&nbsp; 0.20%, 06/20/32 | &nbsp;&nbsp;&nbsp; JPY1,551,150 | &nbsp;&nbsp; 9581420 |
| &nbsp;&nbsp;&nbsp; 0.20%, 09/20/32 | &nbsp;&nbsp;&nbsp; JPY1,479,450 | &nbsp;&nbsp; 9099113 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/33 | &nbsp;&nbsp;&nbsp; JPY2,290,350 | &nbsp;&nbsp; 14131613 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/32 | &nbsp;&nbsp;&nbsp; JPY1,241,300 | &nbsp;&nbsp; 7776266 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/33 | &nbsp;&nbsp;&nbsp; JPY1,426,550 | &nbsp;&nbsp; 8902364 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/33 | &nbsp;&nbsp;&nbsp; JPY5,209,500 | &nbsp;&nbsp; 32380923 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/33 | &nbsp;&nbsp;&nbsp; JPY1,080,350 | &nbsp;&nbsp; 6760590 |
| &nbsp;&nbsp;&nbsp; 0.80%, 09/20/33 | &nbsp;&nbsp;&nbsp; JPY1,652,550 | &nbsp;&nbsp; 10481961 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/34 | &nbsp;&nbsp;&nbsp; JPY1,328,050 | &nbsp;&nbsp; 8358531 |
| &nbsp;&nbsp;&nbsp; 0.90%, 09/20/34 | &nbsp;&nbsp;&nbsp; JPY1,625,050 | &nbsp;&nbsp; 10244495 |
| &nbsp;&nbsp;&nbsp; 1.10%, 06/20/34 | &nbsp;&nbsp;&nbsp; JPY1,612,750 | &nbsp;&nbsp; 10384168 |
| &nbsp;&nbsp;&nbsp; 1.20%, 12/20/34 | &nbsp;&nbsp;&nbsp; JPY1,060,950 | &nbsp;&nbsp; 6846275 |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/20/35 | &nbsp;&nbsp;&nbsp; JPY2,402,800 | &nbsp;&nbsp; 15738864 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/20/35 | &nbsp;&nbsp;&nbsp; JPY1,454,550 | &nbsp;&nbsp; 9601573 |
| Japan Government Thirty Year Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.30%, 06/20/46 | &nbsp;&nbsp;&nbsp; JPY1,066,750 | &nbsp;&nbsp; 4461420 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/49 | &nbsp;&nbsp;&nbsp; JPY1,273,700 | &nbsp;&nbsp; 4964797 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/20/49 | &nbsp;&nbsp;&nbsp; JPY395,350 | &nbsp;&nbsp; 1526354 |
| &nbsp;&nbsp;&nbsp; 0.40%, 12/20/49 | &nbsp;&nbsp;&nbsp; JPY996,600 | &nbsp;&nbsp; 3821987 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/50 | &nbsp;&nbsp;&nbsp; JPY437,500 | &nbsp;&nbsp; 1661345 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/46 | &nbsp;&nbsp;&nbsp; JPY385,650 | &nbsp;&nbsp; 1681715 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; JPY250,350 | &nbsp;&nbsp; 1012014 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/46 | &nbsp;&nbsp;&nbsp; JPY575,100 | &nbsp;&nbsp; 2551841 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/20/50 | &nbsp;&nbsp;&nbsp; JPY823,150 | &nbsp;&nbsp; 3285077 |
| &nbsp;&nbsp;&nbsp; 0.60%, 09/20/50 | &nbsp;&nbsp;&nbsp; JPY581,950 | &nbsp;&nbsp; 2301199 |
| &nbsp;&nbsp;&nbsp; 0.70%, 06/20/48 | &nbsp;&nbsp;&nbsp; JPY308,100 | &nbsp;&nbsp; 1344746 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/48 | &nbsp;&nbsp;&nbsp; JPY196,900 | &nbsp;&nbsp; 846689 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/50 | &nbsp;&nbsp;&nbsp; JPY363,700 | &nbsp;&nbsp; 1467471 |
| &nbsp;&nbsp;&nbsp; 0.70%, 03/20/51 | &nbsp;&nbsp;&nbsp; JPY506,150 | &nbsp;&nbsp; 2028865 |
| &nbsp;&nbsp;&nbsp; 0.70%, 06/20/51 | &nbsp;&nbsp;&nbsp; JPY909,600 | &nbsp;&nbsp; 3611516 |
| &nbsp;&nbsp;&nbsp; 0.70%, 09/20/51 | &nbsp;&nbsp;&nbsp; JPY274,950 | &nbsp;&nbsp; 1083876 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/51 | &nbsp;&nbsp;&nbsp; JPY353,050 | &nbsp;&nbsp; 1383423 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/46 | &nbsp;&nbsp;&nbsp; JPY520,250 | &nbsp;&nbsp; 2466127 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/47 | &nbsp;&nbsp;&nbsp; JPY416,650 | &nbsp;&nbsp; 1925862 |
| &nbsp;&nbsp;&nbsp; 0.80%, 06/20/47 | &nbsp;&nbsp;&nbsp; JPY647,000 | &nbsp;&nbsp; 2970778 |
| &nbsp;&nbsp;&nbsp; 0.80%, 09/20/47 | &nbsp;&nbsp;&nbsp; JPY2,517,050 | &nbsp;&nbsp; 11485163 |
| &nbsp;&nbsp;&nbsp; 0.80%, 12/20/47 | &nbsp;&nbsp;&nbsp; JPY472,650 | &nbsp;&nbsp; 2143663 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/48 | &nbsp;&nbsp;&nbsp; JPY389,050 | &nbsp;&nbsp; 1752610 |
| &nbsp;&nbsp;&nbsp; 0.90%, 09/20/48 | &nbsp;&nbsp;&nbsp; JPY206,800 | &nbsp;&nbsp; 942503 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; JPY321,600 | &nbsp;&nbsp; 1368937 |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/20/53 | &nbsp;&nbsp;&nbsp; JPY264,650 | &nbsp;&nbsp; 1162102 |
| &nbsp;&nbsp;&nbsp; 1.30%, 06/20/52 | &nbsp;&nbsp;&nbsp; JPY255,350 | &nbsp;&nbsp; 1172819 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/20/45 | &nbsp;&nbsp;&nbsp; JPY307,200 | &nbsp;&nbsp; 1668251 |
| &nbsp;&nbsp;&nbsp; 1.40%, 12/20/45 | &nbsp;&nbsp;&nbsp; JPY351,850 | &nbsp;&nbsp; 1900203 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/20/52 | &nbsp;&nbsp;&nbsp; JPY374,200 | &nbsp;&nbsp; 1758421 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/20/53 | &nbsp;&nbsp;&nbsp; JPY376,550 | &nbsp;&nbsp; $1752126 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/20/44 | &nbsp;&nbsp;&nbsp; JPY217,150 | &nbsp;&nbsp; 1217448 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/20/45 | &nbsp;&nbsp;&nbsp; JPY462,250 | &nbsp;&nbsp; 2578701 |
| &nbsp;&nbsp;&nbsp; 1.60%, 06/20/45 | &nbsp;&nbsp;&nbsp; JPY281,000 | &nbsp;&nbsp; 1590442 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/20/52 | &nbsp;&nbsp;&nbsp; JPY432,300 | &nbsp;&nbsp; 2127283 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/20/53 | &nbsp;&nbsp;&nbsp; JPY350,750 | &nbsp;&nbsp; 1696062 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/20/44 | &nbsp;&nbsp;&nbsp; JPY130,000 | &nbsp;&nbsp; 764255 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/20/44 | &nbsp;&nbsp;&nbsp; JPY62,050 | &nbsp;&nbsp; 363288 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/20/44 | &nbsp;&nbsp;&nbsp; JPY216,850 | &nbsp;&nbsp; 1264237 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/20/43 | &nbsp;&nbsp;&nbsp; JPY99,600 | &nbsp;&nbsp; 605657 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/43 | &nbsp;&nbsp;&nbsp; JPY189,800 | &nbsp;&nbsp; 1143721 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/53 | &nbsp;&nbsp;&nbsp; JPY252,300 | &nbsp;&nbsp; 1287773 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/20/54 | &nbsp;&nbsp;&nbsp; JPY448,850 | &nbsp;&nbsp; 2278276 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/20/42 | &nbsp;&nbsp;&nbsp; JPY519,350 | &nbsp;&nbsp; 3232890 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/20/43 | &nbsp;&nbsp;&nbsp; JPY236,950 | &nbsp;&nbsp; 1455094 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/40 | &nbsp;&nbsp;&nbsp; JPY952,750 | &nbsp;&nbsp; 6178000 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/41 | &nbsp;&nbsp;&nbsp; JPY488,000 | &nbsp;&nbsp; 3121484 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/42 | &nbsp;&nbsp;&nbsp; JPY994,650 | &nbsp;&nbsp; 6319331 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/20/54 | &nbsp;&nbsp;&nbsp; JPY369,400 | &nbsp;&nbsp; 2006903 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/20/39 | &nbsp;&nbsp;&nbsp; JPY1,081,050 | &nbsp;&nbsp; 7287402 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/41 | &nbsp;&nbsp;&nbsp; JPY446,300 | &nbsp;&nbsp; 2950755 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/20/54 | &nbsp;&nbsp;&nbsp; JPY585,350 | &nbsp;&nbsp; 3259757 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/20/35 | &nbsp;&nbsp;&nbsp; JPY34,550 | &nbsp;&nbsp; 244699 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/20/35 | &nbsp;&nbsp;&nbsp; JPY53,250 | &nbsp;&nbsp; 377297 |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/20/35 | &nbsp;&nbsp;&nbsp; JPY155,000 | &nbsp;&nbsp; 1094555 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/20/39 | &nbsp;&nbsp;&nbsp; JPY205,700 | &nbsp;&nbsp; 1411093 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/20/40 | &nbsp;&nbsp;&nbsp; JPY368,850 | &nbsp;&nbsp; 2501721 |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/20/54 | &nbsp;&nbsp;&nbsp; JPY1,380,900 | &nbsp;&nbsp; 7850356 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/34 | &nbsp;&nbsp;&nbsp; JPY31,250 | &nbsp;&nbsp; 223489 |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/20/38 | &nbsp;&nbsp;&nbsp; JPY332,450 | &nbsp;&nbsp; 2318112 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/55 | &nbsp;&nbsp;&nbsp; JPY382,700 | &nbsp;&nbsp; 2223799 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/20/34 | &nbsp;&nbsp;&nbsp; JPY32,050 | &nbsp;&nbsp; 231071 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/34 | &nbsp;&nbsp;&nbsp; JPY450,150 | &nbsp;&nbsp; 3244399 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/37 | &nbsp;&nbsp;&nbsp; JPY49,000 | &nbsp;&nbsp; 348499 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/20/38 | &nbsp;&nbsp;&nbsp; JPY411,100 | &nbsp;&nbsp; 2909110 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/20/55 | &nbsp;&nbsp;&nbsp; JPY259,550 | &nbsp;&nbsp; 1645165 |
| Japan Government Twenty Year Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 06/20/36 | &nbsp;&nbsp;&nbsp; JPY694,250 | &nbsp;&nbsp; 3924501 |
| &nbsp;&nbsp;&nbsp; 0.30%, 06/20/39 | &nbsp;&nbsp;&nbsp; JPY2,492,300 | &nbsp;&nbsp; 13076717 |
| &nbsp;&nbsp;&nbsp; 0.30%, 09/20/39 | &nbsp;&nbsp;&nbsp; JPY363,100 | &nbsp;&nbsp; 1887733 |
| &nbsp;&nbsp;&nbsp; 0.30%, 12/20/39 | &nbsp;&nbsp;&nbsp; JPY288,350 | &nbsp;&nbsp; 1488298 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/36 | &nbsp;&nbsp;&nbsp; JPY481,050 | &nbsp;&nbsp; 2804658 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/39 | &nbsp;&nbsp;&nbsp; JPY1,622,550 | &nbsp;&nbsp; 8703517 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/40 | &nbsp;&nbsp;&nbsp; JPY730,550 | &nbsp;&nbsp; 3800630 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/40 | &nbsp;&nbsp;&nbsp; JPY1,066,550 | &nbsp;&nbsp; 5505603 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/20/40 | &nbsp;&nbsp;&nbsp; JPY1,583,000 | &nbsp;&nbsp; 8115738 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/41 | &nbsp;&nbsp;&nbsp; JPY966,000 | &nbsp;&nbsp; 4837036 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/36 | &nbsp;&nbsp;&nbsp; JPY565,750 | &nbsp;&nbsp; 3290684 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/38 | &nbsp;&nbsp;&nbsp; JPY708,300 | &nbsp;&nbsp; 3964680 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/20/38 | &nbsp;&nbsp;&nbsp; JPY674,900 | &nbsp;&nbsp; 3748894 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/38 | &nbsp;&nbsp;&nbsp; JPY495,400 | &nbsp;&nbsp; 2713521 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/40 | &nbsp;&nbsp;&nbsp; JPY674,950 | &nbsp;&nbsp; 3489530 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/41 | &nbsp;&nbsp;&nbsp; JPY428,200 | &nbsp;&nbsp; 2195425 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/41 | &nbsp;&nbsp;&nbsp; JPY352,700 | &nbsp;&nbsp; 1783937 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/41 | &nbsp;&nbsp;&nbsp; JPY614,100 | &nbsp;&nbsp; 3082799 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/36 | &nbsp;&nbsp;&nbsp; JPY260,850 | &nbsp;&nbsp; 1526765 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/20/37 | &nbsp;&nbsp;&nbsp; JPY705,900 | &nbsp;&nbsp; 4078237 |
| &nbsp;&nbsp;&nbsp; 0.60%, 09/20/37 | &nbsp;&nbsp;&nbsp; JPY592,600 | &nbsp;&nbsp; 3403489 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/37 | &nbsp;&nbsp;&nbsp; JPY537,000 | &nbsp;&nbsp; 3065362 |
| &nbsp;&nbsp;&nbsp; 0.70%, 03/20/37 | &nbsp;&nbsp;&nbsp; JPY249,450 | &nbsp;&nbsp; 1468404 |
| &nbsp;&nbsp;&nbsp; 0.70%, 09/20/38 | &nbsp;&nbsp;&nbsp; JPY839,350 | &nbsp;&nbsp; 4760897 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/42 | &nbsp;&nbsp;&nbsp; JPY509,950 | &nbsp;&nbsp; $2681147 |
| &nbsp;&nbsp;&nbsp; 0.90%, 06/20/42 | &nbsp;&nbsp;&nbsp; JPY695,700 | &nbsp;&nbsp; 3697760 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/20/35 | &nbsp;&nbsp;&nbsp; JPY835,750 | &nbsp;&nbsp; 5215078 |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/20/42 | &nbsp;&nbsp;&nbsp; JPY681,100 | &nbsp;&nbsp; 3726766 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/20/43 | &nbsp;&nbsp;&nbsp; JPY435,000 | &nbsp;&nbsp; 2354919 |
| &nbsp;&nbsp;&nbsp; 1.10%, 06/20/43 | &nbsp;&nbsp;&nbsp; JPY639,950 | &nbsp;&nbsp; 3446085 |
| &nbsp;&nbsp;&nbsp; 1.20%, 12/20/34 | &nbsp;&nbsp;&nbsp; JPY838,550 | &nbsp;&nbsp; 5410531 |
| &nbsp;&nbsp;&nbsp; 1.20%, 03/20/35 | &nbsp;&nbsp;&nbsp; JPY858,100 | &nbsp;&nbsp; 5518157 |
| &nbsp;&nbsp;&nbsp; 1.20%, 09/20/35 | &nbsp;&nbsp;&nbsp; JPY567,500 | &nbsp;&nbsp; 3624692 |
| &nbsp;&nbsp;&nbsp; 1.30%, 06/20/35 | &nbsp;&nbsp;&nbsp; JPY1,172,800 | &nbsp;&nbsp; 7594274 |
| &nbsp;&nbsp;&nbsp; 1.30%, 12/20/43 | &nbsp;&nbsp;&nbsp; JPY654,350 | &nbsp;&nbsp; 3605788 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/20/34 | &nbsp;&nbsp;&nbsp; JPY741,200 | &nbsp;&nbsp; 4879067 |
| &nbsp;&nbsp;&nbsp; 1.40%, 12/20/42 | &nbsp;&nbsp;&nbsp; JPY664,050 | &nbsp;&nbsp; 3798531 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/20/34 | &nbsp;&nbsp;&nbsp; JPY738,950 | &nbsp;&nbsp; 4931298 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/20/34 | &nbsp;&nbsp;&nbsp; JPY464,800 | &nbsp;&nbsp; 3095512 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/20/43 | &nbsp;&nbsp;&nbsp; JPY351,000 | &nbsp;&nbsp; 2012340 |
| &nbsp;&nbsp;&nbsp; 1.60%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY896,950 | &nbsp;&nbsp; 6090515 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY23,850 | &nbsp;&nbsp; 161940 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/20/33 | &nbsp;&nbsp;&nbsp; JPY97,000 | &nbsp;&nbsp; 656319 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/20/33 | &nbsp;&nbsp;&nbsp; JPY762,650 | &nbsp;&nbsp; 5137811 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/20/44 | &nbsp;&nbsp;&nbsp; JPY125,750 | &nbsp;&nbsp; 727282 |
| &nbsp;&nbsp;&nbsp; 1.70%, 12/20/31 | &nbsp;&nbsp;&nbsp; JPY121,950 | &nbsp;&nbsp; 833310 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY402,100 | &nbsp;&nbsp; 2747319 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/20/32 | &nbsp;&nbsp;&nbsp; JPY118,500 | &nbsp;&nbsp; 809319 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/20/32 | &nbsp;&nbsp;&nbsp; JPY1,069,550 | &nbsp;&nbsp; 7302552 |
| &nbsp;&nbsp;&nbsp; 1.70%, 12/20/32 | &nbsp;&nbsp;&nbsp; JPY103,000 | &nbsp;&nbsp; 702619 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/20/33 | &nbsp;&nbsp;&nbsp; JPY942,950 | &nbsp;&nbsp; 6418213 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/20/33 | &nbsp;&nbsp;&nbsp; JPY1,262,050 | &nbsp;&nbsp; 8582976 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/31 | &nbsp;&nbsp;&nbsp; JPY535,100 | &nbsp;&nbsp; 3676473 |
| &nbsp;&nbsp;&nbsp; 1.80%, 12/20/31 | &nbsp;&nbsp;&nbsp; JPY390,000 | &nbsp;&nbsp; 2681075 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY600,000 | &nbsp;&nbsp; 4123171 |
| &nbsp;&nbsp;&nbsp; 1.80%, 12/20/32 | &nbsp;&nbsp;&nbsp; JPY490,100 | &nbsp;&nbsp; 3365403 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/44 | &nbsp;&nbsp;&nbsp; JPY494,300 | &nbsp;&nbsp; 2932503 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY430,900 | &nbsp;&nbsp; 2953648 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/20/30 | &nbsp;&nbsp;&nbsp; JPY183,850 | &nbsp;&nbsp; 1266845 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/20/31 | &nbsp;&nbsp;&nbsp; JPY330,000 | &nbsp;&nbsp; 2279393 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/20/44 | &nbsp;&nbsp;&nbsp; JPY328,700 | &nbsp;&nbsp; 1989797 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY203,900 | &nbsp;&nbsp; 1379708 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY60,800 | &nbsp;&nbsp; 420744 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/44 | &nbsp;&nbsp;&nbsp; JPY2,061,050 | &nbsp;&nbsp; 12598640 |
| &nbsp;&nbsp;&nbsp; 2.10%, 12/20/26 | &nbsp;&nbsp;&nbsp; JPY1,327,200 | &nbsp;&nbsp; 8970160 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY517,700 | &nbsp;&nbsp; 3572650 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY161,850 | &nbsp;&nbsp; 1118891 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/20/29 | &nbsp;&nbsp;&nbsp; JPY460,300 | &nbsp;&nbsp; 3187270 |
| &nbsp;&nbsp;&nbsp; 2.10%, 12/20/29 | &nbsp;&nbsp;&nbsp; JPY1,929,500 | &nbsp;&nbsp; 13375990 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY853,400 | &nbsp;&nbsp; 5924970 |
| &nbsp;&nbsp;&nbsp; 2.10%, 12/20/30 | &nbsp;&nbsp;&nbsp; JPY205,000 | &nbsp;&nbsp; 1428562 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/20/26 | &nbsp;&nbsp;&nbsp; JPY334,800 | &nbsp;&nbsp; 2258301 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY180,150 | &nbsp;&nbsp; 1236171 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY355,000 | &nbsp;&nbsp; 2474248 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/20/27 | &nbsp;&nbsp;&nbsp; JPY1,199,500 | &nbsp;&nbsp; 8177401 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/45 | &nbsp;&nbsp;&nbsp; JPY326,800 | &nbsp;&nbsp; 2125644 |
| Japan Government Two Year Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.40%, 08/01/26 | &nbsp;&nbsp;&nbsp; JPY410,200 | &nbsp;&nbsp; 2712843 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/01/26 | &nbsp;&nbsp;&nbsp; JPY609,800 | &nbsp;&nbsp; 4031617 |
| &nbsp;&nbsp;&nbsp; 0.40%, 10/01/26 | &nbsp;&nbsp;&nbsp; JPY1,842,950 | &nbsp;&nbsp; 12178004 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/01/26 | &nbsp;&nbsp;&nbsp; JPY294,000 | &nbsp;&nbsp; 1944557 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/01/26 | &nbsp;&nbsp;&nbsp; JPY108,200 | &nbsp;&nbsp; 716320 |
| &nbsp;&nbsp;&nbsp; 0.60%, 01/01/27 | &nbsp;&nbsp;&nbsp; JPY1,544,600 | &nbsp;&nbsp; 10222881 |
| &nbsp;&nbsp;&nbsp; 0.70%, 02/01/27 | &nbsp;&nbsp;&nbsp; JPY494,750 | &nbsp;&nbsp; 3277671 |
| &nbsp;&nbsp;&nbsp; 0.70%, 05/01/27 | &nbsp;&nbsp;&nbsp; JPY1,242,050 | &nbsp;&nbsp; 8224352 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/01/27 | &nbsp;&nbsp;&nbsp; JPY415,700 | &nbsp;&nbsp; $2758446 |
| &nbsp;&nbsp;&nbsp; 0.90%, 04/01/27 | &nbsp;&nbsp;&nbsp; JPY1,498,550 | &nbsp;&nbsp; 9958378 |
|  |  | &nbsp;&nbsp; 1119075692 |
| **Jersey — 0.0%** | **Jersey — 0.0%** | **Jersey — 0.0%** |
| &nbsp;&nbsp;&nbsp; Jersey International Bond, 3.75%, <br> 06/09/54<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 94364 |
| **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** |
| Kazakhstan Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.60%, 09/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 333146 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 96718 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 112072 |
|  |  | &nbsp;&nbsp; 541936 |
| **Latvia — 0.0%** | **Latvia — 0.0%** | **Latvia — 0.0%** |
| Latvia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | &nbsp;&nbsp; 1563773 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/23/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113946 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/19/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR340 | &nbsp;&nbsp; 265730 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR675 | &nbsp;&nbsp; 771600 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR575 | &nbsp;&nbsp; 654275 |
|  |  | &nbsp;&nbsp; 3369324 |
| **Lithuania — 0.1%** | **Lithuania — 0.1%** | **Lithuania — 0.1%** |
| Lithuania Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR730 | &nbsp;&nbsp; 757246 |
| &nbsp;&nbsp;&nbsp; 0.95%, 05/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR418 | &nbsp;&nbsp; 465492 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/19/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | &nbsp;&nbsp; 266598 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/29/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1138961 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR428 | &nbsp;&nbsp; 430663 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 688118 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,580 | &nbsp;&nbsp; 1823478 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/28/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 385948 |
|  |  | &nbsp;&nbsp; 5956504 |
| **Luxembourg — 0.0%** | **Luxembourg — 0.0%** | **Luxembourg — 0.0%** |
| &nbsp;&nbsp;&nbsp; Banque et Caisse d'Epargne de l'Etat, 3.25%, <br> 03/19/31, (3-mo. EURIBOR + <br> 0.880%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230055 |
| State of the Grand-Duchy of Luxembourg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,305 | &nbsp;&nbsp; 1285183 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR765 | &nbsp;&nbsp; 718118 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR853 | &nbsp;&nbsp; 952312 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR190 | &nbsp;&nbsp; 216944 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR533 | &nbsp;&nbsp; 615808 |
|  |  | &nbsp;&nbsp; 4018420 |
| **Malaysia — 0.7%** | **Malaysia — 0.7%** | **Malaysia — 0.7%** |
| Malaysia Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/15/31 | &nbsp;&nbsp;&nbsp; MYR37,430 | &nbsp;&nbsp; 8469918 |
| &nbsp;&nbsp;&nbsp; 3.76%, 05/22/40 | &nbsp;&nbsp;&nbsp; MYR11,200 | &nbsp;&nbsp; 2655409 |
| &nbsp;&nbsp;&nbsp; 3.83%, 07/05/34 | &nbsp;&nbsp;&nbsp; MYR9,380 | &nbsp;&nbsp; 2267643 |
| &nbsp;&nbsp;&nbsp; 3.84%, 04/15/33 | &nbsp;&nbsp;&nbsp; MYR3,000 | &nbsp;&nbsp; 724276 |
| &nbsp;&nbsp;&nbsp; 3.89%, 08/15/29 | &nbsp;&nbsp;&nbsp; MYR13,000 | &nbsp;&nbsp; 3129623 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/30/26 | &nbsp;&nbsp;&nbsp; MYR1,900 | &nbsp;&nbsp; 451217 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/16/27 | &nbsp;&nbsp;&nbsp; MYR7,400 | &nbsp;&nbsp; 1768111 |
| &nbsp;&nbsp;&nbsp; 3.91%, 07/15/26 | &nbsp;&nbsp;&nbsp; MYR3,700 | &nbsp;&nbsp; 875868 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/18/39 | &nbsp;&nbsp;&nbsp; MYR17,690 | &nbsp;&nbsp; 4344276 |
| &nbsp;&nbsp;&nbsp; 4.07%, 06/15/50 | &nbsp;&nbsp;&nbsp; MYR9,570 | &nbsp;&nbsp; 2301205 |
| &nbsp;&nbsp;&nbsp; 4.18%, 05/16/44 | &nbsp;&nbsp;&nbsp; MYR7,890 | &nbsp;&nbsp; 1954239 |
| &nbsp;&nbsp;&nbsp; 4.23%, 06/30/31 | &nbsp;&nbsp;&nbsp; MYR6,710 | &nbsp;&nbsp; 1649131 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/31/35 | &nbsp;&nbsp;&nbsp; MYR800 | &nbsp;&nbsp; 200237 |
| &nbsp;&nbsp;&nbsp; 4.46%, 03/31/53 | &nbsp;&nbsp;&nbsp; MYR13,050 | &nbsp;&nbsp; 3330543 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; MYR850 | &nbsp;&nbsp; 210598 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Malaysia (continued)** | **Malaysia (continued)** | **Malaysia (continued)** |
| &nbsp;&nbsp;&nbsp; 4.64%, 11/07/33 | &nbsp;&nbsp;&nbsp; MYR17,660 | &nbsp;&nbsp; $4504421 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/42 | &nbsp;&nbsp;&nbsp; MYR6,840 | &nbsp;&nbsp; 1799759 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/15/46 | &nbsp;&nbsp;&nbsp; MYR2,170 | &nbsp;&nbsp; 571229 |
| &nbsp;&nbsp;&nbsp; 4.76%, 04/07/37 | &nbsp;&nbsp;&nbsp; MYR8,495 | &nbsp;&nbsp; 2217400 |
| &nbsp;&nbsp;&nbsp; 4.89%, 06/08/38 | &nbsp;&nbsp;&nbsp; MYR4,240 | &nbsp;&nbsp; 1125270 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/06/48 | &nbsp;&nbsp;&nbsp; MYR8,440 | &nbsp;&nbsp; 2286737 |
| &nbsp;&nbsp;&nbsp; 4.94%, 09/30/43 | &nbsp;&nbsp;&nbsp; MYR450 | &nbsp;&nbsp; 121836 |
| Malaysia Government Investment Issue |  |  |
| &nbsp;&nbsp;&nbsp; 3.42%, 09/30/27 | &nbsp;&nbsp;&nbsp; MYR10,850 | &nbsp;&nbsp; 2564051 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/15/36 | &nbsp;&nbsp;&nbsp; MYR7,770 | &nbsp;&nbsp; 1812944 |
| &nbsp;&nbsp;&nbsp; 3.47%, 10/15/30 | &nbsp;&nbsp;&nbsp; MYR4,000 | &nbsp;&nbsp; 948700 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/31/28 | &nbsp;&nbsp;&nbsp; MYR11,000 | &nbsp;&nbsp; 2615581 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/08/31 | &nbsp;&nbsp;&nbsp; MYR9,750 | &nbsp;&nbsp; 2345662 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/16/40 | &nbsp;&nbsp;&nbsp; MYR6,840 | &nbsp;&nbsp; 1666451 |
| &nbsp;&nbsp;&nbsp; 3.99%, 10/15/25 | &nbsp;&nbsp;&nbsp; MYR150 | &nbsp;&nbsp; 35247 |
| &nbsp;&nbsp;&nbsp; 4.07%, 09/30/26 | &nbsp;&nbsp;&nbsp; MYR5,000 | &nbsp;&nbsp; 1187699 |
| &nbsp;&nbsp;&nbsp; 4.12%, 11/30/34 | &nbsp;&nbsp;&nbsp; MYR5,300 | &nbsp;&nbsp; 1311571 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/09/29 | &nbsp;&nbsp;&nbsp; MYR11,091 | &nbsp;&nbsp; 2692906 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/07/32 | &nbsp;&nbsp;&nbsp; MYR15,740 | &nbsp;&nbsp; 3880926 |
| &nbsp;&nbsp;&nbsp; 4.29%, 08/14/43 | &nbsp;&nbsp;&nbsp; MYR6,400 | &nbsp;&nbsp; 1611102 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/31/28 | &nbsp;&nbsp;&nbsp; MYR7,080 | &nbsp;&nbsp; 1723396 |
| &nbsp;&nbsp;&nbsp; 4.42%, 09/30/41 | &nbsp;&nbsp;&nbsp; MYR4,380 | &nbsp;&nbsp; 1117840 |
| &nbsp;&nbsp;&nbsp; 4.47%, 09/15/39 | &nbsp;&nbsp;&nbsp; MYR2,930 | &nbsp;&nbsp; 751088 |
| &nbsp;&nbsp;&nbsp; 4.58%, 08/30/33 | &nbsp;&nbsp;&nbsp; MYR1,600 | &nbsp;&nbsp; 405867 |
| &nbsp;&nbsp;&nbsp; 4.64%, 11/15/49 | &nbsp;&nbsp;&nbsp; MYR3,300 | &nbsp;&nbsp; 860477 |
| &nbsp;&nbsp;&nbsp; 5.36%, 05/15/52 | &nbsp;&nbsp;&nbsp; MYR6,990 | &nbsp;&nbsp; 2023455 |
|  |  | &nbsp;&nbsp; 76513909 |
| **Mexico — 0.7%** | **Mexico — 0.7%** | **Mexico — 0.7%** |
| Mexican Bonos |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/04/27 | &nbsp;&nbsp;&nbsp; MXN780 | &nbsp;&nbsp; 3973470 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/03/26 | &nbsp;&nbsp;&nbsp; MXN140 | &nbsp;&nbsp; 734733 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/26/33 | &nbsp;&nbsp;&nbsp; MXN750 | &nbsp;&nbsp; 3614126 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/24/35 | &nbsp;&nbsp;&nbsp; MXN310 | &nbsp;&nbsp; 1506787 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/07/47 | &nbsp;&nbsp;&nbsp; MXN906 | &nbsp;&nbsp; 1184119 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/31/53 | &nbsp;&nbsp;&nbsp; MXN19,400 | &nbsp;&nbsp; 4911559 |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/02/28 | &nbsp;&nbsp;&nbsp; MXN570 | &nbsp;&nbsp; 3027506 |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/01/29 | &nbsp;&nbsp;&nbsp; MXN2,810 | &nbsp;&nbsp; 14847000 |
| &nbsp;&nbsp;&nbsp; 8.50%, 02/28/30 | &nbsp;&nbsp;&nbsp; MXN250 | &nbsp;&nbsp; 1313228 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 05/29/31 | &nbsp;&nbsp;&nbsp; MXN1,370 | &nbsp;&nbsp; 6906604 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 11/23/34 | &nbsp;&nbsp;&nbsp; MXN820 | &nbsp;&nbsp; 3944030 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 11/13/42 | &nbsp;&nbsp;&nbsp; MXN1,136 | &nbsp;&nbsp; 4961113 |
| &nbsp;&nbsp;&nbsp; Series M, 8.00%, 11/07/47 | &nbsp;&nbsp;&nbsp; MXN63,662 | &nbsp;&nbsp; 2791977 |
| &nbsp;&nbsp;&nbsp; Series M 20, 7.50%, 06/03/27 | &nbsp;&nbsp;&nbsp; MXN742 | &nbsp;&nbsp; 3894278 |
| &nbsp;&nbsp;&nbsp; Series M 20, 8.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; MXN641 | &nbsp;&nbsp; 3385001 |
| &nbsp;&nbsp;&nbsp; Series M 30, 8.50%, 11/18/38 | &nbsp;&nbsp;&nbsp; MXN538 | &nbsp;&nbsp; 2610596 |
| &nbsp;&nbsp;&nbsp; Series M 30, 10.00%, 11/20/36 | &nbsp;&nbsp;&nbsp; MXN220 | &nbsp;&nbsp; 1219370 |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/17/30 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 308743 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/18/27 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 443415 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/25/33 | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 811393 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/17/28 | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 387436 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/25/51 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 301066 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/12/36 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 177588 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/11/30 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 217649 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/08/39 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 702885 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/06/45 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 160997 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/2115 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 227878 |
| &nbsp;&nbsp;&nbsp; 4.49%, 05/25/32 | &nbsp;&nbsp;&nbsp; EUR843 | &nbsp;&nbsp; 973967 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/04/33 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229122 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/04/37 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338884 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mexico (continued)** | **Mexico (continued)** | **Mexico (continued)** |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/19/2114 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; $89804 |
|  |  | &nbsp;&nbsp; 70196324 |
| **Netherlands — 1.1%** | **Netherlands — 1.1%** | **Netherlands — 1.1%** |
| BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | &nbsp;&nbsp; 3079638 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1434125 |
| &nbsp;&nbsp;&nbsp; 1.88%, 07/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1075300 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 797219 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR590 | &nbsp;&nbsp; 665728 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1406134 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 680380 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 531129 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1335625 |
| &nbsp;&nbsp;&nbsp; Nederlandse Financierings-Maatschappij <br> voor Ontwikkelingslanden NV, 3.00%, <br> 10/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 232353 |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222364 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 193878 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/16/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 473722 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 254399 |
| &nbsp;&nbsp;&nbsp; 0.25%, 12/15/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 390529 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/28/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 237542 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1117639 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/04/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 299642 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/27/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR280 | &nbsp;&nbsp; 259822 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2276994 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1113221 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 695610 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1323504 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 134265 |
| Netherlands Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,215 | &nbsp;&nbsp; 3404054 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,737 | &nbsp;&nbsp; 3795872 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,084 | &nbsp;&nbsp; 4026360 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,246 | &nbsp;&nbsp; 4097110 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/52<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,180 | &nbsp;&nbsp; 3503824 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,620 | &nbsp;&nbsp; 2766060 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,479 | &nbsp;&nbsp; 2790533 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,690 | &nbsp;&nbsp; 2664391 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/15/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,680 | &nbsp;&nbsp; 4520345 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,956 | &nbsp;&nbsp; 6637720 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,093 | &nbsp;&nbsp; 9976877 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/54<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,230 | &nbsp;&nbsp; 4531783 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,770 | &nbsp;&nbsp; 3183371 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,455 | &nbsp;&nbsp; 9564131 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,999 | &nbsp;&nbsp; 3377636 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,930 | &nbsp;&nbsp; 3270788 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,370 | &nbsp;&nbsp; 1515779 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/47<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,120 | &nbsp;&nbsp; 6438720 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/44<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,980 | &nbsp;&nbsp; 3411885 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/42<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,166 | &nbsp;&nbsp; 3870897 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,023 | &nbsp;&nbsp; 10064326 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR670 | &nbsp;&nbsp; 826837 |
|  |  | &nbsp;&nbsp; 118470061 |
| **New Zealand — 0.3%** | **New Zealand — 0.3%** | **New Zealand — 0.3%** |
| Auckland Council |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 307765 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 385357 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **New Zealand (continued)** | **New Zealand (continued)** | **New Zealand (continued)** |
| &nbsp;&nbsp;&nbsp; Housing New Zealand Ltd., 3.42%, <br> 10/18/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; NZD500 | &nbsp;&nbsp; $291516 |
| New Zealand Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 05/15/28 | &nbsp;&nbsp;&nbsp; NZD2,225 | &nbsp;&nbsp; 1200279 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/15/26 | &nbsp;&nbsp;&nbsp; NZD2,705 | &nbsp;&nbsp; 1560633 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; NZD1,862 | &nbsp;&nbsp; 955514 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/15/41 | &nbsp;&nbsp;&nbsp; NZD3,030 | &nbsp;&nbsp; 1156856 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/32 | &nbsp;&nbsp;&nbsp; NZD7,269 | &nbsp;&nbsp; 3734351 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD2,530 | &nbsp;&nbsp; 1225425 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/51 | &nbsp;&nbsp;&nbsp; NZD3,080 | &nbsp;&nbsp; 1185996 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/29 | &nbsp;&nbsp;&nbsp; NZD11,582 | &nbsp;&nbsp; 6674313 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD1,699 | &nbsp;&nbsp; 948958 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/34 | &nbsp;&nbsp;&nbsp; NZD2,430 | &nbsp;&nbsp; 1413767 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD7,787 | &nbsp;&nbsp; 4680232 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; NZD4,710 | &nbsp;&nbsp; 2856314 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; NZD2,400 | &nbsp;&nbsp; 1412460 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/54 | &nbsp;&nbsp;&nbsp; NZD2,400 | &nbsp;&nbsp; 1366467 |
| &nbsp;&nbsp;&nbsp; New Zealand Local Government Funding <br> Agency Bond<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD200 | &nbsp;&nbsp; 116385 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD2,345 | &nbsp;&nbsp; 1271075 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD1,000 | &nbsp;&nbsp; 528256 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/14/33 | &nbsp;&nbsp;&nbsp; NZD200 | &nbsp;&nbsp; 109215 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/27 | &nbsp;&nbsp;&nbsp; AUD1,200 | &nbsp;&nbsp; 780601 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD600 | &nbsp;&nbsp; 360307 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/08/34 | &nbsp;&nbsp;&nbsp; AUD650 | &nbsp;&nbsp; 420944 |
|  |  | &nbsp;&nbsp; 34942986 |
| **Niger — 0.0%** | **Niger — 0.0%** | **Niger — 0.0%** |
| &nbsp;&nbsp;&nbsp; Nederlandse Waterschapsbank NV, 2.50%, <br> 09/13/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1264095 |
| **Norway — 0.2%** | **Norway — 0.2%** | **Norway — 0.2%** |
| Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 10/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 307929 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/01/26 | &nbsp;&nbsp;&nbsp; AUD286 | &nbsp;&nbsp; 179134 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 564552 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 675241 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 691120 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 399807 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/17/26 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 128860 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/18/34 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 133709 |
| Norway Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/17/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK14,929 | &nbsp;&nbsp; 1244232 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/19/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK19,038 | &nbsp;&nbsp; 1640888 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/19/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK9,892 | &nbsp;&nbsp; 944557 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/17/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK14,007 | &nbsp;&nbsp; 1318026 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/06/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK7,378 | &nbsp;&nbsp; 660852 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/26/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK8,820 | &nbsp;&nbsp; 818023 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/18/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK14,621 | &nbsp;&nbsp; 1270091 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK11,500 | &nbsp;&nbsp; 1042909 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/06/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK8,450 | &nbsp;&nbsp; 776336 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK18,770 | &nbsp;&nbsp; 1775792 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/31/39<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK5,700 | &nbsp;&nbsp; 532364 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/12/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK30,830 | &nbsp;&nbsp; 2935011 |
|  |  | &nbsp;&nbsp; 18039433 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |
| Peru Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/12/40 | &nbsp;&nbsp;&nbsp; PEN7 | &nbsp;&nbsp; 1608421 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/12/34 | &nbsp;&nbsp;&nbsp; PEN11 | &nbsp;&nbsp; 2773493 |
| &nbsp;&nbsp;&nbsp; 5.94%, 02/12/29 | &nbsp;&nbsp;&nbsp; PEN5 | &nbsp;&nbsp; 1383647 |
| &nbsp;&nbsp;&nbsp; 6.15%, 08/12/32 | &nbsp;&nbsp;&nbsp; PEN4 | &nbsp;&nbsp; 1240945 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Peru (continued)** | **Peru (continued)** | **Peru (continued)** |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/12/28 | &nbsp;&nbsp;&nbsp; PEN3 | &nbsp;&nbsp; $850078 |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/12/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; PEN0 <br><sup>(g)</sup><br>| &nbsp;&nbsp; 114276 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/12/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; PEN5 | &nbsp;&nbsp; 1648176 |
| &nbsp;&nbsp;&nbsp; 7.60%, 08/12/39<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; PEN7 | &nbsp;&nbsp; 2176610 |
| &nbsp;&nbsp;&nbsp; Peruvian Government International Bond, <br> 1.95%, 11/17/36<br>| &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 462812 |
|  |  | &nbsp;&nbsp; 12258458 |
| **Philippines — 0.0%** | **Philippines — 0.0%** | **Philippines — 0.0%** |
| Philippine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.70%, 02/03/29 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 105846 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/27 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221993 |
| &nbsp;&nbsp;&nbsp; 1.20%, 04/28/33 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 96063 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/28/41 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 163927 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/04/32 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 461615 |
|  |  | &nbsp;&nbsp; 1049444 |
| **Poland — 0.7%** | **Poland — 0.7%** | **Poland — 0.7%** |
| Bank Gospodarstwa Krajowego |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 486686 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 110915 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 745729 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235294 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 235874 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/18/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 691226 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/13/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 741554 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 125545 |
| Republic of Poland Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/25/27<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; PLN16,490 | &nbsp;&nbsp; 4135209 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/25/26 | &nbsp;&nbsp;&nbsp; PLN20,597 | &nbsp;&nbsp; 5241150 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/25/30 | &nbsp;&nbsp;&nbsp; PLN85,521 | &nbsp;&nbsp; 19078235 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/25/32 | &nbsp;&nbsp;&nbsp; PLN19,598 | &nbsp;&nbsp; 4254617 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/25/26 | &nbsp;&nbsp;&nbsp; PLN10,390 | &nbsp;&nbsp; 2730077 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/25/27 | &nbsp;&nbsp;&nbsp; PLN5,088 | &nbsp;&nbsp; 1311434 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/25/28 | &nbsp;&nbsp;&nbsp; PLN14,100 | &nbsp;&nbsp; 3605294 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/25/29 | &nbsp;&nbsp;&nbsp; PLN8,780 | &nbsp;&nbsp; 2170020 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/25/27 | &nbsp;&nbsp;&nbsp; PLN2,131 | &nbsp;&nbsp; 563217 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/47 | &nbsp;&nbsp;&nbsp; PLN2,250 | &nbsp;&nbsp; 489419 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/25/30 | &nbsp;&nbsp;&nbsp; PLN1,500 | &nbsp;&nbsp; 393412 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/25/29 | &nbsp;&nbsp;&nbsp; PLN3,690 | &nbsp;&nbsp; 986164 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/34 | &nbsp;&nbsp;&nbsp; PLN19,820 | &nbsp;&nbsp; 5144015 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/35 | &nbsp;&nbsp;&nbsp; PLN2,500 | &nbsp;&nbsp; 642885 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/25/33 | &nbsp;&nbsp;&nbsp; PLN10,000 | &nbsp;&nbsp; 2795047 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/25/28 | &nbsp;&nbsp;&nbsp; PLN7,530 | &nbsp;&nbsp; 2173357 |
| &nbsp;&nbsp;&nbsp; Republic of Poland Government <br> International Bond<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 391024 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 600717 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 432893 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 284410 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/08/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 189900 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 279280 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 115445 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1203183 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | &nbsp;&nbsp; 1708693 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 947143 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 577607 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 911271 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 1008940 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/11/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR380 | &nbsp;&nbsp; 429985 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/14/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 516600 |
|  |  | &nbsp;&nbsp; 68683466 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Portugal — 0.5%** | **Portugal — 0.5%** | **Portugal — 0.5%** |
| Portugal Obrigacoes do Tesouro OT |  |  |
| &nbsp;&nbsp;&nbsp; 0.30%, 10/17/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,229 | &nbsp;&nbsp; $2211355 |
| &nbsp;&nbsp;&nbsp; 0.48%, 10/18/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,949 | &nbsp;&nbsp; 2012664 |
| &nbsp;&nbsp;&nbsp; 0.70%, 10/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,307 | &nbsp;&nbsp; 2561469 |
| &nbsp;&nbsp;&nbsp; 0.90%, 10/12/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,721 | &nbsp;&nbsp; 1584891 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/12/52<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,563 | &nbsp;&nbsp; 949461 |
| &nbsp;&nbsp;&nbsp; 1.15%, 04/11/42<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1224599 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/16/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,075 | &nbsp;&nbsp; 1143913 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,417 | &nbsp;&nbsp; 2729576 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/17/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,812 | &nbsp;&nbsp; 10056670 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/18/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,280 | &nbsp;&nbsp; 2460635 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/21/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR529 | &nbsp;&nbsp; 608970 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/20/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,260 | &nbsp;&nbsp; 2547435 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR316 | &nbsp;&nbsp; 357133 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,290 | &nbsp;&nbsp; 3667678 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/18/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR941 | &nbsp;&nbsp; 1084982 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/12/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 595875 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,559 | &nbsp;&nbsp; 9188695 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,969 | &nbsp;&nbsp; 2428017 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/45<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,606 | &nbsp;&nbsp; 1933234 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/14/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,580 | &nbsp;&nbsp; 5412442 |
|  |  | &nbsp;&nbsp; 54759694 |
| **Romania — 0.3%** | **Romania — 0.3%** | **Romania — 0.3%** |
| Romania Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/24/31 | &nbsp;&nbsp;&nbsp; RON3,500 | &nbsp;&nbsp; 648606 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/26/28 | &nbsp;&nbsp;&nbsp; RON5,755 | &nbsp;&nbsp; 1206444 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/30 | &nbsp;&nbsp;&nbsp; RON4,735 | &nbsp;&nbsp; 920938 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/28/36 | &nbsp;&nbsp;&nbsp; RON4,000 | &nbsp;&nbsp; 709969 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/11/34 | &nbsp;&nbsp;&nbsp; RON2,120 | &nbsp;&nbsp; 400367 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/22/26 | &nbsp;&nbsp;&nbsp; RON9,145 | &nbsp;&nbsp; 2024435 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/29 | &nbsp;&nbsp;&nbsp; RON13,630 | &nbsp;&nbsp; 2808008 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/12/29 | &nbsp;&nbsp;&nbsp; RON6,165 | &nbsp;&nbsp; 1287525 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/25/32 | &nbsp;&nbsp;&nbsp; RON5,000 | &nbsp;&nbsp; 1086560 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/25/35 | &nbsp;&nbsp;&nbsp; RON8,000 | &nbsp;&nbsp; 1743420 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/31/34 | &nbsp;&nbsp;&nbsp; RON6,860 | &nbsp;&nbsp; 1528583 |
| &nbsp;&nbsp;&nbsp; 7.20%, 10/30/33 | &nbsp;&nbsp;&nbsp; RON2,000 | &nbsp;&nbsp; 446891 |
| &nbsp;&nbsp;&nbsp; 7.35%, 04/28/31 | &nbsp;&nbsp;&nbsp; RON8,420 | &nbsp;&nbsp; 1893467 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/27/33 | &nbsp;&nbsp;&nbsp; RON400 | &nbsp;&nbsp; 90807 |
| &nbsp;&nbsp;&nbsp; 7.90%, 02/24/38 | &nbsp;&nbsp;&nbsp; RON2,800 | &nbsp;&nbsp; 666896 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/29/32 | &nbsp;&nbsp;&nbsp; RON1,000 | &nbsp;&nbsp; 235715 |
| Romania Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1164857 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 499259 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226338 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 237074 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 269574 |
| &nbsp;&nbsp;&nbsp; 2.12%, 07/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 243205 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 221283 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR492 | &nbsp;&nbsp; 557823 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 211042 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 257689 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/14/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 185152 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR294 | &nbsp;&nbsp; 329879 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR397 | &nbsp;&nbsp; 438515 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/13/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 221736 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 391792 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/28/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 433523 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 195110 |
| &nbsp;&nbsp;&nbsp; 3.62%, 05/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 549178 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 698854 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/03/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR520 | &nbsp;&nbsp; 460060 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Romania (continued)** | **Romania (continued)** | **Romania (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $469117 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 837131 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 603357 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1303124 |
| Romanian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 802605 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 471918 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR435 | &nbsp;&nbsp; 501236 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR634 | &nbsp;&nbsp; 739527 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 613320 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 548859 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1527473 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/24/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 270763 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 472504 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/11/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 468942 |
|  |  | &nbsp;&nbsp; 35120450 |
| **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** |
| Saudi Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 206885 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/09/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 311380 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 686325 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/05/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 336169 |
|  |  | &nbsp;&nbsp; 1540759 |
| **Senegal — 0.1%** | **Senegal — 0.1%** | **Senegal — 0.1%** |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 194747 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1492629 |
| &nbsp;&nbsp;&nbsp; European Financial Stability Facility, 2.75%, <br> 09/27/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR3,000 | &nbsp;&nbsp; 3419857 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/12/54 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 352459 |
| &nbsp;&nbsp;&nbsp; Series EARN, 0.20%, 03/17/36 | &nbsp;&nbsp;&nbsp; EUR3,750 | &nbsp;&nbsp; 3192635 |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.38%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,305 | &nbsp;&nbsp; 1483157 |
| &nbsp;&nbsp;&nbsp; European Stability Mechanism, 2.75%, <br> 02/26/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2247421 |
| European Union, 3.75%, 10/12/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,950 | &nbsp;&nbsp; 2228829 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development, 0.25%, 09/23/27<br>| &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 366877 |
|  |  | &nbsp;&nbsp; 14978611 |
| **Singapore — 0.4%** | **Singapore — 0.4%** | **Singapore — 0.4%** |
| Singapore Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/01/25 | &nbsp;&nbsp;&nbsp; SGD1,607 | &nbsp;&nbsp; 1233469 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/01/26 | &nbsp;&nbsp;&nbsp; SGD2,524 | &nbsp;&nbsp; 1932877 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/01/31 | &nbsp;&nbsp;&nbsp; SGD1,902 | &nbsp;&nbsp; 1439993 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/01/50 | &nbsp;&nbsp;&nbsp; SGD2,590 | &nbsp;&nbsp; 1882428 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/01/51 | &nbsp;&nbsp;&nbsp; SGD1,722 | &nbsp;&nbsp; 1242119 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/01/26 | &nbsp;&nbsp;&nbsp; SGD2,680 | &nbsp;&nbsp; 2070484 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/36 | &nbsp;&nbsp;&nbsp; SGD1,970 | &nbsp;&nbsp; 1534118 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/01/39 | &nbsp;&nbsp;&nbsp; SGD1,710 | &nbsp;&nbsp; 1346064 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/01/28 | &nbsp;&nbsp;&nbsp; SGD1,135 | &nbsp;&nbsp; 894929 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/01/32 | &nbsp;&nbsp;&nbsp; SGD2,068 | &nbsp;&nbsp; 1658312 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/35 | &nbsp;&nbsp;&nbsp; SGD1,070 | &nbsp;&nbsp; 871168 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/42 | &nbsp;&nbsp;&nbsp; SGD2,442 | &nbsp;&nbsp; 2025826 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/46 | &nbsp;&nbsp;&nbsp; SGD3,242 | &nbsp;&nbsp; 2731905 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/01/28 | &nbsp;&nbsp;&nbsp; SGD2,000 | &nbsp;&nbsp; 1591268 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/01/29 | &nbsp;&nbsp;&nbsp; SGD11,850 | &nbsp;&nbsp; 9491137 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/01/30 | &nbsp;&nbsp;&nbsp; SGD2,421 | &nbsp;&nbsp; 1956080 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/29 | &nbsp;&nbsp;&nbsp; SGD1,760 | &nbsp;&nbsp; 1412917 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/72<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SGD1,483 | &nbsp;&nbsp; 1345319 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SGD2,250 | &nbsp;&nbsp; 2111855 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Singapore (continued)** | **Singapore (continued)** | **Singapore (continued)** |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/01/33 | &nbsp;&nbsp;&nbsp; SGD1,530 | &nbsp;&nbsp; $1293180 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/01/34 | &nbsp;&nbsp;&nbsp; SGD1,900 | &nbsp;&nbsp; 1613909 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 | &nbsp;&nbsp;&nbsp; SGD1,230 | &nbsp;&nbsp; 973927 |
|  |  | &nbsp;&nbsp; 42653284 |
| **Slovakia — 0.3%** | **Slovakia — 0.3%** | **Slovakia — 0.3%** |
| &nbsp;&nbsp;&nbsp; Korea Housing Finance Corp., 2.74%, <br> 03/05/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227807 |
| Slovakia Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,430 | &nbsp;&nbsp; 1570661 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,189 | &nbsp;&nbsp; 1247691 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,960 | &nbsp;&nbsp; 6265315 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,630 | &nbsp;&nbsp; 1631294 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/13/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR924 | &nbsp;&nbsp; 532593 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,034 | &nbsp;&nbsp; 1167374 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR852 | &nbsp;&nbsp; 915453 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/09/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,005 | &nbsp;&nbsp; 952715 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/17/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 312215 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/12/68<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | &nbsp;&nbsp; 247199 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,205 | &nbsp;&nbsp; 1428160 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,040 | &nbsp;&nbsp; 1212993 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,210 | &nbsp;&nbsp; 3763478 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,430 | &nbsp;&nbsp; 2829748 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/23/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 677375 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/14/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,245 | &nbsp;&nbsp; 1427204 |
|  |  | &nbsp;&nbsp; 26409275 |
| **Slovenia — 0.1%** | **Slovenia — 0.1%** | **Slovenia — 0.1%** |
| Slovenia Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.49%, 10/20/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR803 | &nbsp;&nbsp; 437364 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,190 | &nbsp;&nbsp; 7623919 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,740 | &nbsp;&nbsp; 1935239 |
| &nbsp;&nbsp;&nbsp; 1.18%, 02/13/62<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR580 | &nbsp;&nbsp; 316071 |
| &nbsp;&nbsp;&nbsp; 1.19%, 03/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,240 | &nbsp;&nbsp; 1363998 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR724 | &nbsp;&nbsp; 817093 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/03/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR123 | &nbsp;&nbsp; 112751 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,370 | &nbsp;&nbsp; 1516576 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/07/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR521 | &nbsp;&nbsp; 548049 |
|  |  | &nbsp;&nbsp; 14671060 |
| **South Korea — 2.2%** | **South Korea — 2.2%** | **South Korea — 2.2%** |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343639 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/18/27 | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 644835 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 131975 |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/08/27 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 459539 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 586205 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 396855 |
| Korea Housing Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 07/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 343956 |
| &nbsp;&nbsp;&nbsp; 3.12%, 03/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 231889 |
| &nbsp;&nbsp;&nbsp; 3.71%, 04/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 349750 |
| &nbsp;&nbsp;&nbsp; 4.08%, 09/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 589818 |
| Korea Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/10/25 | &nbsp;&nbsp;&nbsp; KRW2,799,720 | &nbsp;&nbsp; 2016682 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/10/39 | &nbsp;&nbsp;&nbsp; KRW2,004,990 | &nbsp;&nbsp; 1168026 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/10/26 | &nbsp;&nbsp;&nbsp; KRW1,862,790 | &nbsp;&nbsp; 1334719 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/10/29 | &nbsp;&nbsp;&nbsp; KRW4,624,080 | &nbsp;&nbsp; 3167847 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/10/30 | &nbsp;&nbsp;&nbsp; KRW5,410,230 | &nbsp;&nbsp; 3678225 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/10/26 | &nbsp;&nbsp;&nbsp; KRW2,600,000 | &nbsp;&nbsp; 1854363 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/10/30 | &nbsp;&nbsp;&nbsp; KRW4,523,980 | &nbsp;&nbsp; 3075495 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/36 | &nbsp;&nbsp;&nbsp; KRW1,467,540 | &nbsp;&nbsp; 929487 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **South Korea (continued)** | **South Korea (continued)** | **South Korea (continued)** |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/40 | &nbsp;&nbsp;&nbsp; KRW4,143,230 | &nbsp;&nbsp; $2507302 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/10/50 | &nbsp;&nbsp;&nbsp; KRW12,350,900 | &nbsp;&nbsp; 6918461 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/66 | &nbsp;&nbsp;&nbsp; KRW1,016,150 | &nbsp;&nbsp; 523164 |
| &nbsp;&nbsp;&nbsp; 1.63%, 09/10/70 | &nbsp;&nbsp;&nbsp; KRW1,784,450 | &nbsp;&nbsp; 956155 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/10/26 | &nbsp;&nbsp;&nbsp; KRW1,000,000 | &nbsp;&nbsp; 716624 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/10/26 | &nbsp;&nbsp;&nbsp; KRW1,732,660 | &nbsp;&nbsp; 1244917 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/10/29 | &nbsp;&nbsp;&nbsp; KRW4,113,770 | &nbsp;&nbsp; 2895447 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/10/41 | &nbsp;&nbsp;&nbsp; KRW1,997,200 | &nbsp;&nbsp; 1266244 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/10/51 | &nbsp;&nbsp;&nbsp; KRW17,626,530 | &nbsp;&nbsp; 10720327 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/10/31 | &nbsp;&nbsp;&nbsp; KRW4,516,410 | &nbsp;&nbsp; 3137391 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/10/46 | &nbsp;&nbsp;&nbsp; KRW4,740,950 | &nbsp;&nbsp; 2980704 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/10/49 | &nbsp;&nbsp;&nbsp; KRW5,054,630 | &nbsp;&nbsp; 3169825 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/68 | &nbsp;&nbsp;&nbsp; KRW954,650 | &nbsp;&nbsp; 577756 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/10/27 | &nbsp;&nbsp;&nbsp; KRW7,934,400 | &nbsp;&nbsp; 5690613 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/10/47 | &nbsp;&nbsp;&nbsp; KRW3,332,420 | &nbsp;&nbsp; 2141469 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/10/37 | &nbsp;&nbsp;&nbsp; KRW1,131,500 | &nbsp;&nbsp; 769628 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/10/27 | &nbsp;&nbsp;&nbsp; KRW4,537,580 | &nbsp;&nbsp; 3270471 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/10/27 | &nbsp;&nbsp;&nbsp; KRW2,300,000 | &nbsp;&nbsp; 1654970 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/10/28 | &nbsp;&nbsp;&nbsp; KRW1,000,000 | &nbsp;&nbsp; 717911 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/10/31 | &nbsp;&nbsp;&nbsp; KRW3,013,140 | &nbsp;&nbsp; 2131530 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/10/38 | &nbsp;&nbsp;&nbsp; KRW1,812,330 | &nbsp;&nbsp; 1247150 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/10/52 | &nbsp;&nbsp;&nbsp; KRW8,374,200 | &nbsp;&nbsp; 5765033 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/10/28 | &nbsp;&nbsp;&nbsp; KRW1,170,670 | &nbsp;&nbsp; 846934 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/10/30 | &nbsp;&nbsp;&nbsp; KRW12,814,380 | &nbsp;&nbsp; 9253331 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/10/35 | &nbsp;&nbsp;&nbsp; KRW1,628,800 | &nbsp;&nbsp; 1153002 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/10/48 | &nbsp;&nbsp;&nbsp; KRW3,773,110 | &nbsp;&nbsp; 2647532 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/10/55 | &nbsp;&nbsp;&nbsp; KRW7,183,930 | &nbsp;&nbsp; 5081188 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/44 | &nbsp;&nbsp;&nbsp; KRW1,752,210 | &nbsp;&nbsp; 1251294 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/10/54 | &nbsp;&nbsp;&nbsp; KRW8,399,620 | &nbsp;&nbsp; 6098094 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/10/74 | &nbsp;&nbsp;&nbsp; KRW1,881,250 | &nbsp;&nbsp; 1428542 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/10/44 | &nbsp;&nbsp;&nbsp; KRW10,546,220 | &nbsp;&nbsp; 7676863 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/10/29 | &nbsp;&nbsp;&nbsp; KRW11,036,520 | &nbsp;&nbsp; 8090510 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/10/34 | &nbsp;&nbsp;&nbsp; KRW14,412,270 | &nbsp;&nbsp; 10524881 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/10/42 | &nbsp;&nbsp;&nbsp; KRW3,280,000 | &nbsp;&nbsp; 2427458 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/26 | &nbsp;&nbsp;&nbsp; KRW3,108,130 | &nbsp;&nbsp; 2256964 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/10/27 | &nbsp;&nbsp;&nbsp; KRW6,000,000 | &nbsp;&nbsp; 4387157 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/10/52 | &nbsp;&nbsp;&nbsp; KRW3,918,600 | &nbsp;&nbsp; 3027715 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/10/27 | &nbsp;&nbsp;&nbsp; KRW6,433,570 | &nbsp;&nbsp; 4708765 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/28 | &nbsp;&nbsp;&nbsp; KRW11,100,000 | &nbsp;&nbsp; 8157708 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/29 | &nbsp;&nbsp;&nbsp; KRW3,000,000 | &nbsp;&nbsp; 2215775 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/10/33 | &nbsp;&nbsp;&nbsp; KRW5,500,000 | &nbsp;&nbsp; 4092607 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/10/42 | &nbsp;&nbsp;&nbsp; KRW2,019,610 | &nbsp;&nbsp; 1537677 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/53 | &nbsp;&nbsp;&nbsp; KRW8,840,800 | &nbsp;&nbsp; 7018884 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/54 | &nbsp;&nbsp;&nbsp; KRW14,090,800 | &nbsp;&nbsp; 11221746 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/10/32 | &nbsp;&nbsp;&nbsp; KRW6,761,240 | &nbsp;&nbsp; 5065773 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/10/28 | &nbsp;&nbsp;&nbsp; KRW4,000,000 | &nbsp;&nbsp; 2969364 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/10/34 | &nbsp;&nbsp;&nbsp; KRW6,140,520 | &nbsp;&nbsp; 4652152 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/10/72 | &nbsp;&nbsp;&nbsp; KRW2,000,000 | &nbsp;&nbsp; 1799511 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/10/53 | &nbsp;&nbsp;&nbsp; KRW3,890,020 | &nbsp;&nbsp; 3299888 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/10/33 | &nbsp;&nbsp;&nbsp; KRW5,421,200 | &nbsp;&nbsp; 4173873 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/10/26 | &nbsp;&nbsp;&nbsp; KRW14,485,200 | &nbsp;&nbsp; 10657136 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/10/43 | &nbsp;&nbsp;&nbsp; KRW2,744,010 | &nbsp;&nbsp; 2269644 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/10/31 | &nbsp;&nbsp;&nbsp; KRW1,750,000 | &nbsp;&nbsp; 1356690 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/10/33 | &nbsp;&nbsp;&nbsp; KRW4,000,000 | &nbsp;&nbsp; 3163530 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/10/32 | &nbsp;&nbsp;&nbsp; KRW3,500,000 | &nbsp;&nbsp; 2772800 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/10/30 | &nbsp;&nbsp;&nbsp; KRW160,000 | &nbsp;&nbsp; 127278 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/10/27 | &nbsp;&nbsp;&nbsp; KRW100,000 | &nbsp;&nbsp; 75307 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/10/29 | &nbsp;&nbsp;&nbsp; KRW6,159,400 | &nbsp;&nbsp; 4968214 |
|  |  | &nbsp;&nbsp; 234762184 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain — 3.6%** | **Spain — 3.6%** | **Spain — 3.6%** |
| Adif Alta Velocidad |  |  |
| &nbsp;&nbsp;&nbsp; 0.55%, 10/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; $487665 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345695 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 580121 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 346853 |
| Autonomous Community of Andalusia Spain |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 199494 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223686 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 219115 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 575846 |
| &nbsp;&nbsp;&nbsp; Autonomous Community of Catalonia, 4.22%, <br> 04/26/35<br>| &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 233720 |
| Autonomous Community of Madrid Spain |  |  |
| &nbsp;&nbsp;&nbsp; 0.42%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR530 | &nbsp;&nbsp; 545014 |
| &nbsp;&nbsp;&nbsp; 0.42%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 99910 |
| &nbsp;&nbsp;&nbsp; 0.83%, 07/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 666727 |
| &nbsp;&nbsp;&nbsp; 1.57%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 386109 |
| &nbsp;&nbsp;&nbsp; 1.77%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR235 | &nbsp;&nbsp; 264051 |
| &nbsp;&nbsp;&nbsp; 2.49%, 07/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 113404 |
| &nbsp;&nbsp;&nbsp; 2.82%, 10/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 230445 |
| &nbsp;&nbsp;&nbsp; 3.14%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338304 |
| &nbsp;&nbsp;&nbsp; 3.46%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR980 | &nbsp;&nbsp; 1141885 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/15/26 | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 292070 |
| Basque Government |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 99079 |
| &nbsp;&nbsp;&nbsp; 0.45%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 97013 |
| &nbsp;&nbsp;&nbsp; 1.45%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 223108 |
| &nbsp;&nbsp;&nbsp; 1.88%, 07/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 104651 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 342035 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 116182 |
| Instituto de Credito Oficial |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 576167 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 567912 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 597273 |
| Junta de Andalucia |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 229045 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 226622 |
| Junta de Castilla y Leon, 2.90%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 340492 |
| Spain Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/31/27 | &nbsp;&nbsp;&nbsp; EUR6,003 | &nbsp;&nbsp; 6649313 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/31/28 | &nbsp;&nbsp;&nbsp; EUR6,567 | &nbsp;&nbsp; 7104172 |
| &nbsp;&nbsp;&nbsp; 0.10%, 04/30/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,019 | &nbsp;&nbsp; 4950120 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,140 | &nbsp;&nbsp; 9491950 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/31/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,845 | &nbsp;&nbsp; 10792993 |
| &nbsp;&nbsp;&nbsp; 0.60%, 10/31/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,097 | &nbsp;&nbsp; 6439965 |
| &nbsp;&nbsp;&nbsp; 0.70%, 04/30/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,620 | &nbsp;&nbsp; 3597004 |
| &nbsp;&nbsp;&nbsp; 0.80%, 07/30/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,571 | &nbsp;&nbsp; 8426172 |
| &nbsp;&nbsp;&nbsp; 0.80%, 07/30/29 | &nbsp;&nbsp;&nbsp; EUR7,061 | &nbsp;&nbsp; 7559225 |
| &nbsp;&nbsp;&nbsp; 0.85%, 07/30/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,208 | &nbsp;&nbsp; 2733858 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/30/42<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,163 | &nbsp;&nbsp; 9153384 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/31/50<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,157 | &nbsp;&nbsp; 5016536 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/31/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,774 | &nbsp;&nbsp; 4705723 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/31/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,869 | &nbsp;&nbsp; 4122155 |
| &nbsp;&nbsp;&nbsp; 1.30%, 10/31/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,503 | &nbsp;&nbsp; 11885393 |
| &nbsp;&nbsp;&nbsp; 1.40%, 04/30/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,190 | &nbsp;&nbsp; 6916993 |
| &nbsp;&nbsp;&nbsp; 1.40%, 07/30/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,835 | &nbsp;&nbsp; 5382536 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/31/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,139 | &nbsp;&nbsp; 13655954 |
| &nbsp;&nbsp;&nbsp; 1.45%, 04/30/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,769 | &nbsp;&nbsp; 5262687 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/31/71<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,157 | &nbsp;&nbsp; 1629680 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/30/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,965 | &nbsp;&nbsp; 12402635 |
| &nbsp;&nbsp;&nbsp; 1.85%, 07/30/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,176 | &nbsp;&nbsp; 5225891 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 1.90%, 10/31/52<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,303 | &nbsp;&nbsp; $4726128 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/30/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,118 | &nbsp;&nbsp; 5674651 |
| &nbsp;&nbsp;&nbsp; 2.35%, 07/30/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,025 | &nbsp;&nbsp; 5476269 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/31/28 | &nbsp;&nbsp;&nbsp; EUR12,130 | &nbsp;&nbsp; 13897486 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/31/27 | &nbsp;&nbsp;&nbsp; EUR6,450 | &nbsp;&nbsp; 7414822 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/31/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,000 | &nbsp;&nbsp; 5577680 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/31/30 | &nbsp;&nbsp;&nbsp; EUR7,560 | &nbsp;&nbsp; 8691667 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/31/48<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,249 | &nbsp;&nbsp; 3976679 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/31/46<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,820 | &nbsp;&nbsp; 4756834 |
| &nbsp;&nbsp;&nbsp; 3.10%, 07/30/31 | &nbsp;&nbsp;&nbsp; EUR21,190 | &nbsp;&nbsp; 24652644 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/30/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,460 | &nbsp;&nbsp; 6307875 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/30/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,350 | &nbsp;&nbsp; 16294856 |
| &nbsp;&nbsp;&nbsp; 3.20%, 10/31/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,755 | &nbsp;&nbsp; 9931087 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,150 | &nbsp;&nbsp; 7095113 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/31/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,260 | &nbsp;&nbsp; 1471107 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/31/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,903 | &nbsp;&nbsp; 6892022 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/30/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,058 | &nbsp;&nbsp; 4415538 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/30/66<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,036 | &nbsp;&nbsp; 2975808 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; EUR6,020 | &nbsp;&nbsp; 7137486 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/41<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,850 | &nbsp;&nbsp; 4281660 |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/31/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,029 | &nbsp;&nbsp; 10684825 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/30/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,530 | &nbsp;&nbsp; 5339114 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,100 | &nbsp;&nbsp; 4626436 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/54<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR18 | &nbsp;&nbsp; 20311 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,077 | &nbsp;&nbsp; 5011662 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/30/41<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,057 | &nbsp;&nbsp; 7742770 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/30/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,837 | &nbsp;&nbsp; 5006250 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/31/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,767 | &nbsp;&nbsp; 8402205 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/31/44<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,993 | &nbsp;&nbsp; 6738034 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/30/32 | &nbsp;&nbsp;&nbsp; EUR6,375 | &nbsp;&nbsp; 8605615 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/30/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,341 | &nbsp;&nbsp; 1588522 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; EUR3,685 | &nbsp;&nbsp; 4718957 |
| Xunta de Galicia, 2.87%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1135388 |
|  |  | &nbsp;&nbsp; 385181533 |
| **Supranational — 3.3%** | **Supranational — 3.3%** | **Supranational — 3.3%** |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/07/26 | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 167266 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/22/26 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 384336 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/22/27 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 222172 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/21/29 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 319018 |
| &nbsp;&nbsp;&nbsp; 1.10%, 12/16/26 | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 310279 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/14/29 | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 225972 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/29/30 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 341063 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/28 | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1340774 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 824298 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/17/31 | &nbsp;&nbsp;&nbsp; EUR170 | &nbsp;&nbsp; 166972 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/15/26 | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 627762 |
| &nbsp;&nbsp;&nbsp; 0.80%, 11/06/25 | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 318843 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/04/28 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138920 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/22/32 | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 540196 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/10/37 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 299299 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/19/27 | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1153676 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/06/35 | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1185200 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/14/28 | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 530764 |
| Asian Infrastructure Investment Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 338237 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 345747 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 667244 |
| &nbsp;&nbsp;&nbsp; Central American Bank for Economic <br> Integration, 4.63%, 02/14/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 398714 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| Corp. Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; $1168838 |
| &nbsp;&nbsp;&nbsp; Series ., 4.88%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 400736 |
| &nbsp;&nbsp;&nbsp; Council of Europe Development Bank, <br> 0.00%, 04/09/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 440651 |
| &nbsp;&nbsp;&nbsp; Eurofima Europaeische Gesellschaft fuer die <br> Finanzierung von Eisenbahnmaterial<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.15%, 10/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR680 | &nbsp;&nbsp; 593256 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 776774 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/21/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 447068 |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/22/32 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 688358 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/19/28 | &nbsp;&nbsp;&nbsp; GBP600 | &nbsp;&nbsp; 798686 |
| European Financial Stability Facility |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1688174 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,750 | &nbsp;&nbsp; 1736187 |
| &nbsp;&nbsp;&nbsp; 0.05%, 10/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR870 | &nbsp;&nbsp; 899270 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/18/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR655 | &nbsp;&nbsp; 298109 |
| &nbsp;&nbsp;&nbsp; 0.13%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 307480 |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1122409 |
| &nbsp;&nbsp;&nbsp; 0.70%, 01/20/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR760 | &nbsp;&nbsp; 460666 |
| &nbsp;&nbsp;&nbsp; 0.70%, 01/17/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 223917 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,290 | &nbsp;&nbsp; 1439006 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,270 | &nbsp;&nbsp; 1193932 |
| &nbsp;&nbsp;&nbsp; 0.95%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,180 | &nbsp;&nbsp; 1305985 |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/17/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 535267 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,210 | &nbsp;&nbsp; 1229873 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/31/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,322 | &nbsp;&nbsp; 1014436 |
| &nbsp;&nbsp;&nbsp; 1.45%, 09/05/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 437187 |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/13/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,510 | &nbsp;&nbsp; 1312664 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/17/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,480 | &nbsp;&nbsp; 2639605 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/10/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 286397 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/28/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | &nbsp;&nbsp; 197292 |
| &nbsp;&nbsp;&nbsp; 2.35%, 07/29/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 948991 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,145 | &nbsp;&nbsp; 1312466 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,198 | &nbsp;&nbsp; 1336369 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,453 | &nbsp;&nbsp; 1670168 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1784319 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 917995 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR180 | &nbsp;&nbsp; 207878 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,150 | &nbsp;&nbsp; 2487286 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,648 | &nbsp;&nbsp; 4183589 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1365613 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,096 | &nbsp;&nbsp; 1239908 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 700541 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 572845 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/03/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR560 | &nbsp;&nbsp; 650840 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1841677 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,325 | &nbsp;&nbsp; 1470896 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/17/27 | &nbsp;&nbsp;&nbsp; EUR1,850 | &nbsp;&nbsp; 2032126 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR711 | &nbsp;&nbsp; 766424 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 212868 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,160 | &nbsp;&nbsp; 1165811 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR725 | &nbsp;&nbsp; 720517 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | &nbsp;&nbsp; 758167 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1038372 |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,089 | &nbsp;&nbsp; 1123880 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/16/30 | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 873390 |
| &nbsp;&nbsp;&nbsp; 0.05%, 10/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 528363 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/27/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; $94020 |
| &nbsp;&nbsp;&nbsp; 0.10%, 10/15/26 | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 111582 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 502440 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1152547 |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/14/29 | &nbsp;&nbsp;&nbsp; EUR820 | &nbsp;&nbsp; 857336 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | &nbsp;&nbsp; 1027546 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | &nbsp;&nbsp; 253549 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 550320 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/15/27 | &nbsp;&nbsp;&nbsp; EUR1,841 | &nbsp;&nbsp; 2055150 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/13/37 | &nbsp;&nbsp;&nbsp; EUR375 | &nbsp;&nbsp; 312513 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,160 | &nbsp;&nbsp; 1250569 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 621700 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 516015 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 553306 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,640 | &nbsp;&nbsp; 2093873 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR622 | &nbsp;&nbsp; 651161 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,640 | &nbsp;&nbsp; 3726769 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/14/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR590 | &nbsp;&nbsp; 457454 |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/15/32 | &nbsp;&nbsp;&nbsp; EUR450 | &nbsp;&nbsp; 459249 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | &nbsp;&nbsp; 859504 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | &nbsp;&nbsp; 889716 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1160923 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/15/47 | &nbsp;&nbsp;&nbsp; EUR525 | &nbsp;&nbsp; 411918 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/16/48 | &nbsp;&nbsp;&nbsp; EUR1,180 | &nbsp;&nbsp; 907860 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 853655 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2265694 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,237 | &nbsp;&nbsp; 1400543 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 557510 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,200 | &nbsp;&nbsp; 2551031 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 694198 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,036 | &nbsp;&nbsp; 2354467 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | &nbsp;&nbsp; 1608874 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,423 | &nbsp;&nbsp; 2749766 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 1386461 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 611396 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 1259570 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/03/28 | &nbsp;&nbsp;&nbsp; AUD750 | &nbsp;&nbsp; 477551 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | &nbsp;&nbsp; 175240 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/23/29 | &nbsp;&nbsp;&nbsp; NOK3,000 | &nbsp;&nbsp; 287211 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/08/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP820 | &nbsp;&nbsp; 988897 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1320803 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; EUR1,299 | &nbsp;&nbsp; 1582109 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/37 | &nbsp;&nbsp;&nbsp; EUR501 | &nbsp;&nbsp; 621183 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/19/29 | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 652547 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,600 | &nbsp;&nbsp; 3457510 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP240 | &nbsp;&nbsp; 322487 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/33 | &nbsp;&nbsp;&nbsp; AUD300 | &nbsp;&nbsp; 192468 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/39 | &nbsp;&nbsp;&nbsp; GBP40 | &nbsp;&nbsp; 53105 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/07/32 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 426975 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/28 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 420677 |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.25%, 08/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,690 | &nbsp;&nbsp; 5355634 |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.50%, 05/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1126481 |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.88%, 06/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1301370 |
| European Stability Mechanism |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | &nbsp;&nbsp; 1327061 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,170 | &nbsp;&nbsp; 1138529 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR860 | &nbsp;&nbsp; 920432 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 838385 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,540 | &nbsp;&nbsp; 1680385 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/18/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR80 | &nbsp;&nbsp; 61788 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR916 | &nbsp;&nbsp; 1024776 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $413144 |
| &nbsp;&nbsp;&nbsp; 1.20%, 05/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 710740 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | &nbsp;&nbsp; 98586 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/20/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR410 | &nbsp;&nbsp; 352712 |
| &nbsp;&nbsp;&nbsp; 1.80%, 11/02/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,110 | &nbsp;&nbsp; 954629 |
| &nbsp;&nbsp;&nbsp; 1.85%, 12/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR420 | &nbsp;&nbsp; 320249 |
| &nbsp;&nbsp;&nbsp; 2.13%, 11/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,421 | &nbsp;&nbsp; 1615183 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | &nbsp;&nbsp; 862778 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,255 | &nbsp;&nbsp; 1415056 |
| European Union |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,539 | &nbsp;&nbsp; 5086070 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,850 | &nbsp;&nbsp; 3059633 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,150 | &nbsp;&nbsp; 4413857 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | &nbsp;&nbsp; 1665589 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | &nbsp;&nbsp; 1906233 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,850 | &nbsp;&nbsp; 1817429 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,810 | &nbsp;&nbsp; 3732343 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,095 | &nbsp;&nbsp; 1766426 |
| &nbsp;&nbsp;&nbsp; 0.10%, 10/04/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,350 | &nbsp;&nbsp; 1624205 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | &nbsp;&nbsp; 942605 |
| &nbsp;&nbsp;&nbsp; 0.20%, 06/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,505 | &nbsp;&nbsp; 2087131 |
| &nbsp;&nbsp;&nbsp; 0.25%, 04/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,053 | &nbsp;&nbsp; 1723337 |
| &nbsp;&nbsp;&nbsp; 0.30%, 11/04/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,896 | &nbsp;&nbsp; 1511021 |
| &nbsp;&nbsp;&nbsp; 0.40%, 02/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,942 | &nbsp;&nbsp; 4978742 |
| &nbsp;&nbsp;&nbsp; 0.45%, 07/04/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,060 | &nbsp;&nbsp; 2197104 |
| &nbsp;&nbsp;&nbsp; 0.45%, 05/02/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,560 | &nbsp;&nbsp; 962900 |
| &nbsp;&nbsp;&nbsp; 0.70%, 07/06/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,210 | &nbsp;&nbsp; 1841879 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR180 | &nbsp;&nbsp; 185761 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/04/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,230 | &nbsp;&nbsp; 806500 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,447 | &nbsp;&nbsp; 4523324 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 186045 |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 362134 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR860 | &nbsp;&nbsp; 872393 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/04/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,943 | &nbsp;&nbsp; 6325690 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR569 | &nbsp;&nbsp; 622071 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR260 | &nbsp;&nbsp; 253828 |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,348 | &nbsp;&nbsp; 4802356 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,500 | &nbsp;&nbsp; 8540611 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,450 | &nbsp;&nbsp; 1666224 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,388 | &nbsp;&nbsp; 6084903 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/04/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,805 | &nbsp;&nbsp; 4252934 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,200 | &nbsp;&nbsp; 7154912 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/04/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,380 | &nbsp;&nbsp; 3220158 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/05/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,829 | &nbsp;&nbsp; 4405934 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | &nbsp;&nbsp; 2274525 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,117 | &nbsp;&nbsp; 4682565 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,425 | &nbsp;&nbsp; 1535221 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,600 | &nbsp;&nbsp; 5337845 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/04/28 | &nbsp;&nbsp;&nbsp; EUR1,041 | &nbsp;&nbsp; 1206097 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,093 | &nbsp;&nbsp; 2431991 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,000 | &nbsp;&nbsp; 4562434 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/04/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,470 | &nbsp;&nbsp; 4374653 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,900 | &nbsp;&nbsp; 6913726 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,750 | &nbsp;&nbsp; 4401727 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,371 | &nbsp;&nbsp; 7425500 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/04/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,110 | &nbsp;&nbsp; 6380354 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 353540 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,500 | &nbsp;&nbsp; 5245955 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/04/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 573646 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/04/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,600 | &nbsp;&nbsp; 7451512 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/04/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,950 | &nbsp;&nbsp; 4370472 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/05/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,620 | &nbsp;&nbsp; $4808084 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/04/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1790239 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/04/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,650 | &nbsp;&nbsp; 3153413 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/27/27 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 138559 |
| &nbsp;&nbsp;&nbsp; 1.00%, 08/04/28 | &nbsp;&nbsp;&nbsp; AUD200 | &nbsp;&nbsp; 118664 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/15/25 | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 261309 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 63045 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/18/32 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 132309 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/29 | &nbsp;&nbsp;&nbsp; CAD400 | &nbsp;&nbsp; 304184 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/05/29 | &nbsp;&nbsp;&nbsp; GBP2,000 | &nbsp;&nbsp; 2708117 |
| &nbsp;&nbsp;&nbsp; Inter-American Investment Corp., 3.13%, <br> 06/07/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 465474 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/24/28 | &nbsp;&nbsp;&nbsp; EUR50 | &nbsp;&nbsp; 53698 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/21/30 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 610721 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/03/51 | &nbsp;&nbsp;&nbsp; EUR1,200 | &nbsp;&nbsp; 585402 |
| &nbsp;&nbsp;&nbsp; 0.20%, 01/21/61 | &nbsp;&nbsp;&nbsp; EUR230 | &nbsp;&nbsp; 85205 |
| &nbsp;&nbsp;&nbsp; 0.25%, 05/21/29 | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 578692 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/10/50 | &nbsp;&nbsp;&nbsp; EUR420 | &nbsp;&nbsp; 220830 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/18/26 | &nbsp;&nbsp;&nbsp; AUD100 | &nbsp;&nbsp; 62716 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/22/27 | &nbsp;&nbsp;&nbsp; EUR300 | &nbsp;&nbsp; 330505 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/14/28 | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 420351 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,210 | &nbsp;&nbsp; 1179703 |
| &nbsp;&nbsp;&nbsp; 0.70%, 10/22/46 | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 397516 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/21/29 | &nbsp;&nbsp;&nbsp; GBP400 | &nbsp;&nbsp; 464182 |
| &nbsp;&nbsp;&nbsp; 1.10%, 11/18/30 | &nbsp;&nbsp;&nbsp; AUD4,000 | &nbsp;&nbsp; 2206255 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/13/28 | &nbsp;&nbsp;&nbsp; GBP800 | &nbsp;&nbsp; 967280 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/28/31 | &nbsp;&nbsp;&nbsp; EUR550 | &nbsp;&nbsp; 625035 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/26/25 | &nbsp;&nbsp;&nbsp; AUD510 | &nbsp;&nbsp; 326778 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/14/34 | &nbsp;&nbsp;&nbsp; EUR800 | &nbsp;&nbsp; 912446 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/16/35 | &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; 455582 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; CAD500 | &nbsp;&nbsp; 366646 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/18/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | &nbsp;&nbsp; 735332 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/02/28 | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 394856 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/18/30 | &nbsp;&nbsp;&nbsp; CAD200 | &nbsp;&nbsp; 151080 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/23/34 | &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 128980 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/10/29 | &nbsp;&nbsp;&nbsp; AUD400 | &nbsp;&nbsp; 261311 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/30 | &nbsp;&nbsp;&nbsp; GBP500 | &nbsp;&nbsp; 671962 |
| International Development Association |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 194518 |
| &nbsp;&nbsp;&nbsp; 0.35%, 04/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 170216 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 244809 |
| &nbsp;&nbsp;&nbsp; 0.70%, 01/17/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | &nbsp;&nbsp; 37189 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 358777 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/05/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR530 | &nbsp;&nbsp; 516083 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | &nbsp;&nbsp; 680677 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | &nbsp;&nbsp; 1739151 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/12/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 562066 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | &nbsp;&nbsp; 397267 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | &nbsp;&nbsp; 1352526 |
| &nbsp;&nbsp;&nbsp; Series ., 2.50%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | &nbsp;&nbsp; 2162093 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/24/28 | &nbsp;&nbsp;&nbsp; AUD1,000 | &nbsp;&nbsp; 592258 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK7,000 | &nbsp;&nbsp; 699427 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD580 | &nbsp;&nbsp; 363190 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/29 | &nbsp;&nbsp;&nbsp; GBP900 | &nbsp;&nbsp; 1196666 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | &nbsp;&nbsp; 328384 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD550 | &nbsp;&nbsp; 362459 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD950 | &nbsp;&nbsp; 621050 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; Isdb Trust Services No. 2 SARL, 2.80%, <br> 11/05/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | &nbsp;&nbsp; $457596 |
| &nbsp;&nbsp;&nbsp; Isle of Man Government International Bond, <br> 1.63%, 09/14/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 86538 |
| &nbsp;&nbsp;&nbsp; Jersey International Bond, 2.88%, <br> 05/06/52<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | &nbsp;&nbsp; 80335 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | &nbsp;&nbsp; 660078 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | &nbsp;&nbsp; 227403 |
| &nbsp;&nbsp;&nbsp; Series ., 2.88%, 03/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR522 | &nbsp;&nbsp; 599720 |
|  |  | &nbsp;&nbsp; 345598122 |
| **Sweden — 0.4%** | **Sweden — 0.4%** | **Sweden — 0.4%** |
| Kommuninvest I Sverige AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK16,860 | &nbsp;&nbsp; 1697263 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1069441 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK5,000 | &nbsp;&nbsp; 503816 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | &nbsp;&nbsp; 801617 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR510 | &nbsp;&nbsp; 586890 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | &nbsp;&nbsp; 1325837 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | &nbsp;&nbsp; 579634 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK9,120 | &nbsp;&nbsp; 940265 |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/15/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 260227 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | &nbsp;&nbsp; 1175685 |
| Sveriges Sakerstallda Obligationer AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | &nbsp;&nbsp; 175860 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | &nbsp;&nbsp; 210206 |
| Sweden Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 05/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK26,085 | &nbsp;&nbsp; 2372920 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/24/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK14,910 | &nbsp;&nbsp; 998926 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK48,210 | &nbsp;&nbsp; 4767635 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK79,590 | &nbsp;&nbsp; 7700880 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK49,550 | &nbsp;&nbsp; 5002156 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/23/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK15,850 | &nbsp;&nbsp; 953686 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/11/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK21,850 | &nbsp;&nbsp; 2133513 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK15,310 | &nbsp;&nbsp; 1564467 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK12,760 | &nbsp;&nbsp; 1281873 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK14,130 | &nbsp;&nbsp; 1590315 |
|  |  | &nbsp;&nbsp; 37693112 |
| **Switzerland — 1.1%** | **Switzerland — 1.1%** | **Switzerland — 1.1%** |
| &nbsp;&nbsp;&nbsp; Agricultural Development Bank of China, <br> 2.30%, 07/04/34<br>| &nbsp;&nbsp;&nbsp; CNY131,300 | &nbsp;&nbsp; 18934982 |
| Canton of Zurich, 0.00%, 11/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF300 | &nbsp;&nbsp; 351061 |
| China Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.27%, 01/06/30 | &nbsp;&nbsp;&nbsp; CNY49,920 | &nbsp;&nbsp; 6821790 |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/22/33 | &nbsp;&nbsp;&nbsp; CNY240,520 | &nbsp;&nbsp; 35866791 |
| Swiss Confederation Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF19,432 | &nbsp;&nbsp; 23895770 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF11,313 | &nbsp;&nbsp; 13563462 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/24/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF5,859 | &nbsp;&nbsp; 6679515 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,150 | &nbsp;&nbsp; 2699285 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/28/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,740 | &nbsp;&nbsp; 3301064 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/24/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF3,670 | &nbsp;&nbsp; 4445779 |
|  |  | &nbsp;&nbsp; 116559499 |
| **Thailand — 0.8%** | **Thailand — 0.8%** | **Thailand — 0.8%** |
| Thailand Government Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/17/27 | &nbsp;&nbsp;&nbsp; THB68,724 | &nbsp;&nbsp; 2091577 |
| &nbsp;&nbsp;&nbsp; 1.59%, 12/17/35 | &nbsp;&nbsp;&nbsp; THB55,508 | &nbsp;&nbsp; 1715610 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/17/29 | &nbsp;&nbsp;&nbsp; THB45,481 | &nbsp;&nbsp; 1409371 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/17/31 | &nbsp;&nbsp;&nbsp; THB125,891 | &nbsp;&nbsp; 4002007 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Thailand (continued)** | **Thailand (continued)** | **Thailand (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/42 | &nbsp;&nbsp;&nbsp; THB57,415 | &nbsp;&nbsp; $1782583 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/17/26 | &nbsp;&nbsp;&nbsp; THB36,520 | &nbsp;&nbsp; 1129630 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/17/27 | &nbsp;&nbsp;&nbsp; THB74,230 | &nbsp;&nbsp; 2306025 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/17/26 | &nbsp;&nbsp;&nbsp; THB61,380 | &nbsp;&nbsp; 1896105 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/17/27 | &nbsp;&nbsp;&nbsp; THB91,190 | &nbsp;&nbsp; 2859739 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/17/29 | &nbsp;&nbsp;&nbsp; THB100,000 | &nbsp;&nbsp; 3179747 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/17/29 | &nbsp;&nbsp;&nbsp; THB200,000 | &nbsp;&nbsp; 6425459 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/17/28 | &nbsp;&nbsp;&nbsp; THB40,000 | &nbsp;&nbsp; 1270890 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/17/52 | &nbsp;&nbsp;&nbsp; THB41,420 | &nbsp;&nbsp; 1433717 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/17/34 | &nbsp;&nbsp;&nbsp; THB223,210 | &nbsp;&nbsp; 7576093 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/17/28 | &nbsp;&nbsp;&nbsp; THB100,030 | &nbsp;&nbsp; 3222264 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/17/46 | &nbsp;&nbsp;&nbsp; THB64,910 | &nbsp;&nbsp; 2264054 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/17/50 | &nbsp;&nbsp;&nbsp; THB142,280 | &nbsp;&nbsp; 5188528 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/17/38 | &nbsp;&nbsp;&nbsp; THB67,106 | &nbsp;&nbsp; 2428351 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/17/33 | &nbsp;&nbsp;&nbsp; THB57,877 | &nbsp;&nbsp; 2018768 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/17/37 | &nbsp;&nbsp;&nbsp; THB110,440 | &nbsp;&nbsp; 4014446 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/36 | &nbsp;&nbsp;&nbsp; THB40,918 | &nbsp;&nbsp; 1477017 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/17/43 | &nbsp;&nbsp;&nbsp; THB103,490 | &nbsp;&nbsp; 3846333 |
| &nbsp;&nbsp;&nbsp; 3.58%, 12/17/27 | &nbsp;&nbsp;&nbsp; THB18,200 | &nbsp;&nbsp; 586666 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/17/67 | &nbsp;&nbsp;&nbsp; THB72,950 | &nbsp;&nbsp; 3045790 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/20/31 | &nbsp;&nbsp;&nbsp; THB31,080 | &nbsp;&nbsp; 1074630 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/14/41 | &nbsp;&nbsp;&nbsp; THB2,000 | &nbsp;&nbsp; 78027 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/12/25 | &nbsp;&nbsp;&nbsp; THB36,765 | &nbsp;&nbsp; 1134881 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/55 | &nbsp;&nbsp;&nbsp; THB125,120 | &nbsp;&nbsp; 5401474 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/66 | &nbsp;&nbsp;&nbsp; THB29,000 | &nbsp;&nbsp; 1301833 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/72 | &nbsp;&nbsp;&nbsp; THB39,940 | &nbsp;&nbsp; 1844594 |
| &nbsp;&nbsp;&nbsp; 4.26%, 12/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; THB35,800 | &nbsp;&nbsp; 1367679 |
| &nbsp;&nbsp;&nbsp; 4.68%, 06/29/44 | &nbsp;&nbsp;&nbsp; THB17,120 | &nbsp;&nbsp; 744571 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/17/61 | &nbsp;&nbsp;&nbsp; THB4,500 | &nbsp;&nbsp; 224443 |
|  |  | &nbsp;&nbsp; 80342902 |
| **United Kingdom — 5.3%** | **United Kingdom — 5.3%** | **United Kingdom — 5.3%** |
| LCR Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | &nbsp;&nbsp; 200701 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | &nbsp;&nbsp; 249222 |
| Transport for London, 3.88%, 07/23/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | &nbsp;&nbsp; 368572 |
| United Kingdom Gilt |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,250 | &nbsp;&nbsp; 13619212 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,402 | &nbsp;&nbsp; 8893702 |
| &nbsp;&nbsp;&nbsp; 0.38%, 10/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,530 | &nbsp;&nbsp; 7022234 |
| &nbsp;&nbsp;&nbsp; 0.38%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,097 | &nbsp;&nbsp; 12229451 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP12,100 | &nbsp;&nbsp; 14281010 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/22/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP4,552 | &nbsp;&nbsp; 1518956 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP16,139 | &nbsp;&nbsp; 14631402 |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/22/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,080 | &nbsp;&nbsp; 4788353 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP13,210 | &nbsp;&nbsp; 15463143 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP4,711 | &nbsp;&nbsp; 4770341 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/31/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,904 | &nbsp;&nbsp; 5341982 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,706 | &nbsp;&nbsp; 11618153 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/31/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,531 | &nbsp;&nbsp; 6302794 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/22/73<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,898 | &nbsp;&nbsp; 1615769 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,400 | &nbsp;&nbsp; 14354035 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/22/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP15,282 | &nbsp;&nbsp; 11733088 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/31/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP18,117 | &nbsp;&nbsp; 10255998 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/22/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,392 | &nbsp;&nbsp; 3641657 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/31/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,848 | &nbsp;&nbsp; 2262263 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,800 | &nbsp;&nbsp; 9648860 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,894 | &nbsp;&nbsp; 4142498 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP4,930 | &nbsp;&nbsp; 2565185 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,396 | &nbsp;&nbsp; 6127061 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/22/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,677 | &nbsp;&nbsp; 6034000 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/22/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP16,608 | &nbsp;&nbsp; 10017022 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/22/65<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,803 | &nbsp;&nbsp; $7759399 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP16,380 | &nbsp;&nbsp; 20168820 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP4,908 | &nbsp;&nbsp; 4963402 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,783 | &nbsp;&nbsp; 9120934 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/22/68<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP4,754 | &nbsp;&nbsp; 4425676 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,808 | &nbsp;&nbsp; 15567286 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/29/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,024 | &nbsp;&nbsp; 7152080 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/22/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,860 | &nbsp;&nbsp; 5983226 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/22/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,830 | &nbsp;&nbsp; 7906922 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP18,640 | &nbsp;&nbsp; 24394787 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/22/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,575 | &nbsp;&nbsp; 6868195 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/22/63<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,270 | &nbsp;&nbsp; 3379180 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,946 | &nbsp;&nbsp; 10531301 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,569 | &nbsp;&nbsp; 14060438 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,452 | &nbsp;&nbsp; 8630814 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP9,773 | &nbsp;&nbsp; 12973478 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,650 | &nbsp;&nbsp; 9919402 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/07/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,860 | &nbsp;&nbsp; 13860070 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,759 | &nbsp;&nbsp; 4613575 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,862 | &nbsp;&nbsp; 8301769 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,669 | &nbsp;&nbsp; 4197636 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,016 | &nbsp;&nbsp; 5648749 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,596 | &nbsp;&nbsp; 7271632 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,370 | &nbsp;&nbsp; 15197100 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,000 | &nbsp;&nbsp; 6704246 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,347 | &nbsp;&nbsp; 6606863 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/31/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,561 | &nbsp;&nbsp; 8525154 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,478 | &nbsp;&nbsp; 11390314 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,695 | &nbsp;&nbsp; 14164427 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,790 | &nbsp;&nbsp; 10232823 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/07/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,864 | &nbsp;&nbsp; 8388080 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,841 | &nbsp;&nbsp; 9153693 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP4,086 | &nbsp;&nbsp; 5603072 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,891 | &nbsp;&nbsp; 15532267 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/22/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP21,406 | &nbsp;&nbsp; 26688996 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP518 | &nbsp;&nbsp; 732458 |
|  |  | &nbsp;&nbsp; 560314928 |
| **Total Foreign Government Obligations — 79.4%** <br>**(Cost: $8,636,125,217)** | **Total Foreign Government Obligations — 79.4%** <br>**(Cost: $8,636,125,217)** | &nbsp;&nbsp; 8441721462 |
| **Total Long-Term Investments — 97.4%** <br>**(Cost: $10,521,626,145)** | **Total Long-Term Investments — 97.4%** <br>**(Cost: $10,521,626,145)** | &nbsp;&nbsp; 10364399959 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.7%** | **Money Market Funds — 0.7%** | **Money Market Funds — 0.7%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 4.30%<sup>(h)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 71490000 | &nbsp;&nbsp; 71490000 |
| **Total Short-Term Securities — 0.7%** <br>**(Cost: $71,490,000)** | **Total Short-Term Securities — 0.7%** <br>**(Cost: $71,490,000)** | &nbsp;&nbsp; 71490000 |
| **Total Investments — 98.1%** <br>**(Cost: $10,593,116,145)** | **Total Investments — 98.1%** <br>**(Cost: $10,593,116,145)** | &nbsp;&nbsp; 10435889959 |
| **Other Assets Less Liabilities — 1.9%** | **Other Assets Less Liabilities — 1.9%** | &nbsp;&nbsp; 197715363 |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $10633605322 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(b)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

<sup>(c)</sup> Perpetual security with no stated maturity date.

<sup>(d)</sup> Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. 

<sup>(e)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(f)</sup> Zero-coupon bond.

<sup>(g)</sup> Rounds to less than 1,000.

<sup>(h)</sup> Affiliate of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(i)</sup> Annualized 7-day yield as of period end.

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended July 31, 2025 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/24*<br>| &nbsp;&nbsp; *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*07/31/25*<br>| *Shares* <br>*Held at* <br>*07/31/25*<br>| *Income* | *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| $15040000<br> $56450000 <br><sup>(a)</sup><br>| $— | $— | $— | $71490000 | 71490000 | $1420831 | $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

**Derivative Financial Instruments Outstanding as of Period End**

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| CHF | 93095000 | USD | 114410865 | Deutsche Bank Securities Inc. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $202862 |
| EUR | 2040095000 | USD | 2327952405 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202926 |
| USD | 117286547 | CHF | 93095000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2672819 |
| USD | 1946467955 | CNY | 13913250297 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12164642 |
| USD | 31877162 | CZK | 672175000 | Nomura Securities International Inc. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670034 |
| USD | 38746011 | DKK | 246030000 | Deutsche Bank Securities Inc. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1131058 |
| USD | 2396184180 | EUR | 2040575000 | Citibank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67481073 |
| USD | 54684533 | EUR | 46520000 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1595934 |
| USD | 17437969 | EUR | 14970000 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354213 |
| USD | 2381800290 | EUR | 2026095000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69636345 |
| USD | 414800925 | GBP | 302850000 | Bank of New York | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14842130 |
| USD | 8405151 | GBP | 6180000 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243535 |
| USD | 2120027 | GBP | 1580000 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33400 |
| USD | 416947898 | GBP | 304370000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14981715 |
| USD | 12856591 | HUF | 4389590000 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332309 |
| USD | 29917612 | ILS | 100765000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258166 |
| USD | 3174985 | JPY | 466160000 | Citibank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83738 |
| USD | 10485144 | JPY | 1511650000 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460939 |
| USD | 10193382 | JPY | 1477480000 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395769 |
| USD | 563929308 | JPY | 81030465000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26592007 |
| USD | 560777293 | JPY | 80568500000 | UBS AG | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26503421 |
| USD | 3160167 | MXN | 59080000 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28441 |
| USD | 2079500 | NOK | 21040000 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44428 |
| USD | 16761022 | NOK | 169315000 | Societe Generale | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384205 |
| USD | 33911651 | NZD | 55910000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975077 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 53671982 | PLN | 194320000 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1819438 |
| USD | 18643295 | RON | 80905000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460149 |
| USD | 71541832 | SEK | 678140000 | Societe Generale | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2267883 |
| USD | 2076733 | SEK | 19750000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59213 |
| USD | 47384588 | SGD | 60255000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977472 |
| USD | 76116686 | THB | 2469035000 | Deutsche Bank Securities Inc. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564819 |
| USD | 279627653 | AUD | 428140000 | Bank of New York | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4483491 |
| USD | 2129885 | AUD | 3230000 | Citibank N.A. | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54125 |
| USD | 2093781 | AUD | 3220000 | JPMorgan Chase Bank N.A. | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24448 |
| USD | 277479940 | CAD | 378810000 | Citibank N.A. | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4036800 |
| USD | 5237179 | CAD | 7140000 | JPMorgan Chase Bank N.A. | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83186 |
| USD | 275354484 | CAD | 375920000 | Societe Generale | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3997485 |
| USD | 2106860 | CAD | 2880000 | State Street Bank & Trust Company | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27938 |
| USD | 278840797 | AUD | 432990000 | Bank of New York | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437228 |
| USD | 9533854 | AUD | 14800000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17761 |
| USD | 271932645 | CAD | 375975000 | JPMorgan Chase Bank N.A. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163855 |
| USD | 271923874 | CAD | 375975000 | Morgan Stanley & Co. International PLC | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155083 |
| USD | 8490352 | CAD | 11720000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18698 |
| USD | 31277634 | CZK | 672175000 | Citibank N.A. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45440 |
| USD | 37769576 | DKK | 246030000 | Morgan Stanley & Co. International PLC | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71562 |
| USD | 2335304907 | EUR | 2040095000 | Societe Generale | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2669639 |
| USD | 64619751 | EUR | 56350000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189420 |
| USD | 406634308 | GBP | 307490000 | Deutsche Bank Securities Inc. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433390 |
| USD | 406677019 | GBP | 307490000 | JPMorgan Chase Bank N.A. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476100 |
| USD | 12525431 | HUF | 4389590000 | Morgan Stanley & Co. International PLC | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20098 |
| USD | 29771960 | ILS | 100765000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106868 |
| USD | 552018795 | JPY | 82527130000 | Deutsche Bank Securities Inc. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2990776 |
| USD | 552050333 | JPY | 82527125000 | JPMorgan Chase Bank N.A. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3022347 |
| USD | 31544452 | JPY | 4731940000 | Morgan Stanley & Co. International PLC | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64287 |
| USD | 68464820 | MXN | 1293525000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111142 |
| USD | 18448406 | NOK | 190355000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33313 |
| USD | 33011282 | NZD | 55910000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40763 |
| USD | 52019405 | PLN | 194320000 | JPMorgan Chase Bank N.A. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193342 |
| USD | 7414477 | PLN | 27700000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26756 |
| USD | 18194339 | RON | 80905000 | Deutsche Bank Securities Inc. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34800 |
| USD | 71568457 | SEK | 697890000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143915 |
| USD | 46552841 | SGD | 60255000 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41546 |
| USD | 75754233 | THB | 2469035000 | Morgan Stanley & Co. International PLC | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32378 |
| USD | 11759122 | CLP | 11040640000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406980 |
| USD | 2119586 | IDR | 34937130000 | Citibank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4991 |
| USD | 78075710 | IDR | 1274859226213 | Deutsche Bank Securities Inc. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913958 |
| USD | 947787 | IDR | 15500010000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9638 |
| USD | 7437246 | KRW | 10295380000 | Deutsche Bank Securities Inc. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41168 |
| USD | 229228645 | KRW | 312546380000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4699050 |
| USD | 83607238 | MYR | 352785000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 851529 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279595454 |
| CNY | 14135450297 | USD | 1965304178 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(109291)<br>|
| CZK | 672175000 | USD | 31252325 | Citibank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45197)<br>|
| DKK | 246030000 | USD | 37686168 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71215)<br>|
| EUR | 47970000 | USD | 56432668 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1689329)<br>|
| EUR | 2043925000 | USD | 2335192206 | Societe Generale | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2666081)<br>|
| GBP | 307490000 | USD | 406520229 | Deutsche Bank Securities Inc. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (433619)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| GBP | 307490000 | USD | 406563278 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(476667)<br>|
| HUF | 4389590000 | USD | 12544195 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19912)<br>|
| ILS | 100765000 | USD | 29766336 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106890)<br>|
| JPY | 82527130000 | USD | 550239559 | Deutsche Bank Securities Inc. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2977424)<br>|
| JPY | 82527125000 | USD | 550272545 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3010443)<br>|
| MXN | 1293525000 | USD | 68682063 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114610)<br>|
| NOK | 190355000 | USD | 18445252 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33363)<br>|
| NZD | 55910000 | USD | 32977954 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41380)<br>|
| PLN | 194320000 | USD | 52046422 | JPMorgan Chase Bank N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (193878)<br>|
| RON | 80905000 | USD | 18219385 | Deutsche Bank Securities Inc. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36239)<br>|
| SEK | 697890000 | USD | 71434859 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143391)<br>|
| SGD | 60255000 | USD | 46449330 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42214)<br>|
| THB | 2469035000 | USD | 75665318 | Morgan Stanley & Co. International PLC | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113452)<br>|
| USD | 65249598 | MXN | 1234445000 | State Street Bank & Trust Company | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (186129)<br>|
| AUD | 432990000 | USD | 278698343 | Bank of New York | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (437329)<br>|
| AUD | 1600000 | USD | 1049222 | JPMorgan Chase Bank N.A. | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20982)<br>|
| CAD | 384525000 | USD | 277835885 | JPMorgan Chase Bank N.A. | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267386)<br>|
| CAD | 380225000 | USD | 274669321 | Morgan Stanley & Co. International PLC | 08/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (204767)<br>|
| USD | 114828342 | CHF | 93095000 | Deutsche Bank Securities Inc. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188972)<br>|
| USD | 1963669211 | CNY | 14093450297 | State Street Bank & Trust Company | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5262665)<br>|
| USD | 2332440614 | EUR | 2040095000 | JPMorgan Chase Bank N.A. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194654)<br>|
| USD | 5267174 | THB | 171860000 | Morgan Stanley & Co. International PLC | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3532)<br>|
| COP | 93232390000 | USD | 22717444 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (541568)<br>|
| USD | 22849060 | COP | 97142780000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (256925)<br>|
| USD | 13149881 | PEN | 47930000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (174302)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20063806)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $259531648 |

---

**Fair Value Hierarchy as of Period End** 

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

• Level 1 – Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Core International Aggregate Bond ETF**

**Fair Value Hierarchy as of Period End (continued)**

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1922678497 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1922678497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 8441721462 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8441721462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 71490000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 71490000 |
|  | &nbsp;&nbsp; $71490000 | &nbsp;&nbsp; $10364399959 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $10435889959 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $279595454 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $279595454 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (20063806)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (20063806)<br>|
|  | &nbsp;&nbsp; $— | &nbsp;&nbsp; $259531648 | &nbsp;&nbsp; $— | &nbsp;&nbsp; 259531648 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Derivative financial instruments are forward foreign currency exchange contracts. Forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNY | Chinese Yuan |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peru Nuevo Sol |
| PLN | Polish Zloty |
| RON | Romanian Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| USD | United States Dollar |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| PJSC | Public Joint Stock Company |

---

---

| | |
|:---|:---|
| REIT | Real Estate Investment Trust |
| SF | Single-Family |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Core International Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000051261

- **c. LEI of Series:** 549300FPQU8XYG8LAX15

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10643540954.18

**Total Liabilities:** $4432104.54

**Net Assets:** $10639108849.64

**Cash Not Reported:** $40340240.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 817.98000000 | **1-Year:** 149067.91000000 | **5-Year:** 1324135.42000000 | **10-Year:** 971646.21000000 | **30-Year:** 810864.69000000

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

- **3-Month:** 24.42000000 | **1-Year:** 21175.68000000 | **5-Year:** 284420.37000000 | **10-Year:** 70361.89000000 | **30-Year:** 82.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161648 | 0.00%                | 0.38%                | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3776010.07             | $38507962.70                               |
| Month 2  | $-1242970.08             | $224339483.91                              |
| Month 3  | $3016482.47              | $-314646423.40                             |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index

- **Index Identifier:** B10CTRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $468030.62    | 0.00%             | 2034-08-28      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1168296.25   | 0.01%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1301342.04   | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    61350000 | PA      | $8584842.68   | 0.08%             | 2027-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $143672.71    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1314972.53   | 0.01%             | 2029-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   385650000 | PA      | $1681714.75   | 0.02%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      678000 | PA      | $833763.29    | 0.01%             | 2032-03-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      655000 | PA      | $298109.10    | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $397266.59    | 0.00%             | 2029-04-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $223495.67    | 0.00%             | 2031-09-03      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                              | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $475516.46    | 0.00%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $311840.67    | 0.00%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4100000 | PA      | $4626436.37   | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $464782.09    | 0.00%             | 2031-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3643000 | PA      | $1100137.46   | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    50000000 | PA      | $140642.42    | 0.00%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6057000 | PA      | $7742770.52   | 0.07%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $797504.85    | 0.01%             | 2029-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1115757.17   | 0.01%             | 2028-09-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      425000 | PA      | $482931.21    | 0.00%             | 2031-06-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $627146.27    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10489000 | PA      | $11410198.45  | 0.11%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8840000 | PA      | $8274445.74   | 0.08%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      957590 | PA      | $1179164.31   | 0.01%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116007.17    | 0.00%             | 2035-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $653662.42    | 0.01%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $322163.63    | 0.00%             | 2029-11-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2280000 | PA      | $2460634.61   | 0.02%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 65251000000 | PA      | $4018347.63   | 0.04%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |     1150000 | PA      | $1226635.79   | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $2347159.61   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $200021.00    | 0.00%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $745760.56    | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      350000 | PA      | $438355.61    | 0.00%             | 2029-07-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    34900000 | PA      | $5234714.46   | 0.05%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    14097000 | PA      | $16730634.71  | 0.16%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      574250 | PA      | $649561.22    | 0.01%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |      300000 | PA      | $325128.57    | 0.00%             | 2029-04-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1040000 | PA      | $679047.50    | 0.01%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $576328.34    | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7571000 | PA      | $8426172.36   | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $157730.82    | 0.00%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $251200.45    | 0.00%             | 2029-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   217150000 | PA      | $1217448.16   | 0.01%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $544960.84    | 0.01%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $499448.49    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   565750000 | PA      | $3290684.05   | 0.03%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $292392.26    | 0.00%             | 2035-10-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $161111.30    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342218.06    | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $203407.75    | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $805314.85    | 0.01%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      125000 | PA      | $156213.51    | 0.00%             | 2028-08-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $344358.26    | 0.00%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1375576.64   | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   416650000 | PA      | $1925862.15   | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $3070349.56   | 0.03%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   400000000 | PA      | $451277.62    | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                     | Supernova Invest GmbH                                                            | CUSIP: 000000000<br>LEI: 5299008Z5M2L56PLUX74 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $114821.49    | 0.00%             | 2030-06-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $700214.73    | 0.01%             | 2026-12-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $508589.50    | 0.00%             | 2027-04-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300738.62    | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $748495.42    | 0.01%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    44000000 | PA      | $6574936.23   | 0.06%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $497578.02    | 0.00%             | 2031-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $866265.53    | 0.01%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCA9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149565.91    | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      300000 | PA      | $361617.58    | 0.00%             | 2029-09-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $496708.96    | 0.00%             | 2030-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                          | CUSIP: 136765BV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152161.71    | 0.00%             | 2032-12-22      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $975076.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218321.49    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $669451.41    | 0.01%             | 2039-07-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      385000 | PA      | $437551.39    | 0.00%             | 2025-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $287791.38    | 0.00%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4624080000 | PA      | $3167847.27   | 0.03%             | 2029-12-10      | 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        |      216000 | PA      | $199779.19    | 0.00%             | 2034-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      602000 | PA      | $672305.46    | 0.01%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76776.79     | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146661.68    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WHX5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142264.84    | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   121950000 | PA      | $833310.05    | 0.01%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4740950000 | PA      | $2980703.81   | 0.03%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $228810.49    | 0.00%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221279.88    | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3450000 | PA      | $2902401.66   | 0.03%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      275000 | PA      | $313866.12    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $163950.94    | 0.00%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $462104.05    | 0.00%             | 2029-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $616609.68    | 0.01%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $328423.02    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $229764.15    | 0.00%             | 2036-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      505000 | PA      | $539391.58    | 0.01%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      280000 | PA      | $259822.30    | 0.00%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 45000000000 | PA      | $2913170.89   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $194076.58    | 0.00%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4020000 | PA      | $3462709.50   | 0.03%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26300000 | PA      | $3731754.02   | 0.04%             | 2029-03-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      845000 | PA      | $564285.38    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1100000 | PA      | $1255607.67   | 0.01%             | 2031-10-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $397854.08    | 0.00%             | 2031-11-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1800000 | PA      | $346209.90    | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   110440000 | PA      | $4014445.67   | 0.04%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1370000 | PA      | $1330357.02   | 0.01%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119689.08    | 0.00%             | 2030-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $2289965.48   | 0.02%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $225209.58    | 0.00%             | 2034-01-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      550000 | PA      | $623164.45    | 0.01%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      450000 | PA      | $512178.46    | 0.00%             | 2031-11-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $652880.17    | 0.01%             | 2032-11-04      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1242050000 | PA      | $8224352.02   | 0.08%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1301734.61   | 0.01%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $938293.82    | 0.01%             | 2031-10-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   415700000 | PA      | $2758445.99   | 0.03%             | 2027-03-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      850000 | PA      | $948953.09    | 0.01%             | 2027-10-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                          | Transurban Finance Co. Pty. Ltd.                                                 | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $120124.68    | 0.00%             | 2033-04-26      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $304384.08    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $249667.01    | 0.00%             | 2035-09-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      900000 | PA      | $1008940.33   | 0.01%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $790627.99    | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $988897.23    | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |     1200000 | PA      | $1368117.57   | 0.01%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      550000 | PA      | $652006.54    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   199000000 | PA      | $27890653.56  | 0.26%             | 2026-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $198949.37    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $770311.95    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                       | Bank of Nova Scotia                                                              | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $528249.14    | 0.00%             | 2028-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    77000000 | PA      | $460735.56    | 0.00%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                     | Central American Bank for Economic Integration                                   | CUSIP: 000000000<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $398713.98    | 0.00%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ERG SPA                                                   | ERG SpA                                                                          | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $594495.41    | 0.01%             | 2030-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      717000 | PA      | $706295.30    | 0.01%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      800000 | PA      | $884754.60    | 0.01%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $989462.05    | 0.01%             | 2028-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231074.06    | 0.00%             | 2029-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |     1050000 | PA      | $1159218.42   | 0.01%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   517700000 | PA      | $3572649.83   | 0.03%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $336386.02    | 0.00%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $444879.97    | 0.00%             | 2026-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      500000 | PA      | $680542.38    | 0.01%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1266324.12   | 0.01%             | 2028-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $701429.46    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4069000 | PA      | $2066927.54   | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $282931.66    | 0.00%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $481908.50    | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $235470.29    | 0.00%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3084850000 | PA      | $19502431.52  | 0.18%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68700.82     | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140571.89    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1113220.78   | 0.01%             | 2034-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $518662.21    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $226617.96    | 0.00%             | 2028-03-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $338089.89    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      450000 | PA      | $359661.29    | 0.00%             | 2041-03-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IN'LI                                                     | In'li SA                                                                         | CUSIP: 000000000<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $423124.03    | 0.00%             | 2029-07-02      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71704.45     | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      900000 | PA      | $1050248.05   | 0.01%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $422969.51    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1061350000 | PA      | $6991976.24   | 0.07%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2233816.76   | 0.02%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $346852.96    | 0.00%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                                | Fortum Oyj                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |      650000 | PA      | $791495.21    | 0.01%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $192039.47    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $127866.48    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $232239.71    | 0.00%             | 2036-06-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225477.51    | 0.00%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    37000000 | PA      | $5583628.60   | 0.05%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AU6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72366.22     | 0.00%             | 2035-03-07      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1111724.95   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $914229.31    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $334445.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $702532.65    | 0.01%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      509000 | PA      | $534424.19    | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $431309.49    | 0.00%             | 2028-02-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OMERS REALTY CORP                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74988.98     | 0.00%             | 2029-04-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CANADA                                  | Liberty Utilities Canada LP                                                      | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53678.41     | 0.00%             | 2050-02-14      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26000000 | PA      | $3972046.52   | 0.04%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113880.15    | 0.00%             | 2028-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $14905879.50  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2200000 | PA      | $2670212.17   | 0.03%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2890000 | PA      | $1758574.62   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5900000 | PA      | $6913726.20   | 0.06%             | 2028-12-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6648000 | PA      | $6034316.42   | 0.06%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226751.08    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $230198.96    | 0.00%             | 2029-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1177932.41   | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     7943000 | PA      | $6325689.77   | 0.06%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $523444.01    | 0.00%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      300000 | PA      | $310967.61    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $385175.01    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1433643.83   | 0.01%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $234085.29    | 0.00%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      850000 | PA      | $912150.05    | 0.01%             | 2029-02-05      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    56400000 | PA      | $7896066.02   | 0.07%             | 2027-04-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $223404.78    | 0.00%             | 2028-01-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100030000 | PA      | $3222264.22   | 0.03%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      580000 | PA      | $316070.58    | 0.00%             | 2062-02-13      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANADA TORONTO                                   | Royal Bank of Canada/Toronto                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $336580.37    | 0.00%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121AZ8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139618.42    | 0.00%             | 2028-02-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $314331.95    | 0.00%             | 2036-06-18      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $276289.29    | 0.00%             | 2027-08-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70467.62     | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $567642.22    | 0.01%             | 2026-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350758.40    | 0.00%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $326912.48    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214892.28    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $176785.38    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $777939.52    | 0.01%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $196844.13    | 0.00%             | 2030-01-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                              | Channel Link Enterprises Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $304053.09    | 0.00%             | 2050-06-30      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       30000 | PA      | $17145.92     | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $471746.30    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $466787.08    | 0.00%             | 2032-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $90131.73     | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2690000 | PA      | $2664390.62   | 0.03%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $238770.04    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6159400000 | PA      | $4968213.79   | 0.05%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    31000000 | PA      | $1506786.61   | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   795900000 | PA      | $5226489.52   | 0.05%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $358777.29    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4348000 | PA      | $4802356.47   | 0.05%             | 2029-12-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $338306.29    | 0.00%             | 2035-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1930000 | PA      | $1359787.10   | 0.01%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1662000 | PA      | $1648511.75   | 0.02%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY SW                                        | National Grid Electricity Distribution South West PLC                            | CUSIP: 000000000<br>LEI: 549300UY9FEOG85HFK93 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $549320.49    | 0.01%             | 2029-05-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3824000 | PA      | $3502704.15   | 0.03%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                  | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      750000 | PA      | $925855.63    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $456456.52    | 0.00%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1106550000 | PA      | $7191856.11   | 0.07%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    82000000 | PA      | $3944029.96   | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOMELOAN SFH                                  | BNP Paribas Home Loan SFH SA                                                     | CUSIP: 000000000<br>LEI: 969500O7DJZNM0F0Z036 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1042917.78   | 0.01%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7266000 | PA      | $2480278.77   | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                        | Roquette Freres SA                                                               | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228060.82    | 0.00%             | 2031-11-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1143110.64   | 0.01%             | 2030-02-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   481050000 | PA      | $2804657.58   | 0.03%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2200000 | PA      | $2551030.62   | 0.02%             | 2028-07-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $231382.62    | 0.00%             | 2030-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $450244.97    | 0.00%             | 2032-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $439945.13    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                   | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130680.19    | 0.00%             | 2036-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4470000 | PA      | $4374652.91   | 0.04%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $470233.16    | 0.00%             | 2032-06-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $445230.71    | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $885643.39    | 0.01%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $457959.12    | 0.00%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $221736.05    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $358857.50    | 0.00%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $118664.16    | 0.00%             | 2028-08-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   752200000 | PA      | $4906454.95   | 0.05%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2151000 | PA      | $2368411.54   | 0.02%             | 2028-01-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1321934.47   | 0.01%             | 2027-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $259582.76    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      870000 | PA      | $1021653.22   | 0.01%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113783.11    | 0.00%             | 2025-12-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MCAP COMMERCIAL LP                                        | MCAP Commercial LP                                                               | CUSIP: 55279QAF7<br>LEI: 549300CKH5PUNM6UC808 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72287.77     | 0.00%             | 2030-03-04      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1189000 | PA      | $1247691.32   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7790000 | PA      | $10232823.42  | 0.10%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REIT                                    | Allied Properties Real Estate Investment Trust                                   | CUSIP: 019456AL6<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              |  | CA        |     1000000 | PA      | $728954.91    | 0.01%             | 2029-02-24      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $332737.70    | 0.00%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $414851.01    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $562876.68    | 0.01%             | 2045-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $113271.32    | 0.00%             | 2026-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $748377.58    | 0.01%             | 2034-05-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $156485.72    | 0.00%             | 2048-01-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                                   | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $793817.77    | 0.01%             | 2027-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $564051.82    | 0.01%             | 2030-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $226891.93    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $188857.94    | 0.00%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $887284.78    | 0.01%             | 2031-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $467064.33    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      580000 | PA      | $363190.04    | 0.00%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2525969.68   | 0.02%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $450679.71    | 0.00%             | 2033-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146944.74    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANCE                                  | Rentokil Initial Finance BV                                                      | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359694.65    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4110000 | PA      | $4967175.36   | 0.05%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $656833.09    | 0.01%             | 2032-11-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                     | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      459000 | PA      | $476055.72    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $132169.43    | 0.00%             | 2040-07-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $228458.47    | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   250000000 | PA      | $238493.54    | 0.00%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $506319.49    | 0.00%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69531.69     | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    19000000 | PA      | $1940998.68   | 0.02%             | 2030-02-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $112525.36    | 0.00%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP                                        | Redeia Corp SA                                                                   | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $343454.25    | 0.00%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $341199.61    | 0.00%             | 2036-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2772500000 | PA      | $17977904.32  | 0.17%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1978000 | PA      | $1641090.21   | 0.02%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $707395.21    | 0.01%             | 2026-11-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $2011738.97   | 0.02%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $403045.89    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $342519.60    | 0.00%             | 2035-04-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1100000 | PA      | $1192038.63   | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $454164.35    | 0.00%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $672531.18    | 0.01%             | 2027-03-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1253000 | PA      | $1551635.42   | 0.01%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5950000 | PA      | $7331234.49   | 0.07%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      800000 | PA      | $200236.56    | 0.00%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $555028.88    | 0.01%             | 2026-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN EUROPE                                       | Givaudan Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $103316.25    | 0.00%             | 2032-04-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $606214.63    | 0.01%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $350277.31    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      300000 | PA      | $348904.13    | 0.00%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      883000 | PA      | $905161.66    | 0.01%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232513.65    | 0.00%             | 2036-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1390000 | PA      | $875686.98    | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415E4E2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $558740.04    | 0.01%             | 2027-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $557303.57    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $100122.89    | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232294.32    | 0.00%             | 2032-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2530000 | PA      | $1225424.88   | 0.01%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113685.09    | 0.00%             | 2030-07-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $581695.15    | 0.01%             | 2036-05-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $549223.20    | 0.01%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2248000 | PA      | $2425002.96   | 0.02%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5530000 | PA      | $7022233.55   | 0.07%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1024919.57   | 0.01%             | 2030-01-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $444897.66    | 0.00%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $468060.43    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $451619.25    | 0.00%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $98181.48     | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   896950000 | PA      | $6090515.45   | 0.06%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HEMSO TREASURY OYJ                                        | Hemso Treasury Oyj                                                               | CUSIP: 000000000<br>LEI: 743700D3NKZC0VKKPY05 | Long             | DBT              | CORP              | FI        |      420000 | PA      | $446989.62    | 0.00%             | 2028-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342143.89    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $427261.19    | 0.00%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1150709.71   | 0.01%             | 2037-04-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $574036.36    | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1395000000 | PA      | $1390667.93   | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $889113.09    | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1365962.46   | 0.01%             | 2028-10-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                                  | Anglian Water Osprey Financing PLC                                               | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $261488.21    | 0.00%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB VORARLBERG                                  | Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen                       | CUSIP: 000000000<br>LEI: 529900FEID5L4H2T2L70 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $176705.55    | 0.00%             | 2034-11-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $74689.12     | 0.00%             | 2051-12-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3810000 | PA      | $3732342.91   | 0.04%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $183225.13    | 0.00%             | 2039-08-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $668605.41    | 0.01%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355000000 | PA      | $2474247.50   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108438.09    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112379.03    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115840.88    | 0.00%             | 2030-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ETHIAS SA                                                 | Ethias SA                                                                        | CUSIP: 000000000<br>LEI: 549300WG3JO935L6QD56 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $117463.99    | 0.00%             | 2035-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $54402.94     | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $610717.59    | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101229.44    | 0.00%             | 2030-08-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $549331.01    | 0.01%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $621699.85    | 0.01%             | 2027-07-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149176.21    | 0.00%             | 2028-12-18      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $565772.07    | 0.01%             | 2030-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12320000000 | PA      | $886544.82    | 0.01%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $253461.12    | 0.00%             | 2028-10-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $250648.36    | 0.00%             | 2026-12-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      550000 | PA      | $643599.54    | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      300000 | PA      | $324551.55    | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $97548.57     | 0.00%             | 2031-10-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $51645.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $449962.22    | 0.00%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                           | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |      200000 | PA      | $135997.23    | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $582509.13    | 0.01%             | 2032-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5060000 | PA      | $5637985.92   | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $205139.60    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $347949.70    | 0.00%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1841676.97   | 0.02%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $84946.82     | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     2930000 | PA      | $2141101.54   | 0.02%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      400000 | PA      | $312215.27    | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3390000 | PA      | $2440110.91   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11807600 | PA      | $15567286.03  | 0.15%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3898000 | PA      | $1615768.60   | 0.02%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   334800000 | PA      | $2258301.06   | 0.02%             | 2026-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2118773.24   | 0.02%             | 2026-08-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $459549.97    | 0.00%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   363700000 | PA      | $1467471.33   | 0.01%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $170215.97    | 0.00%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       18000 | PA      | $20311.18     | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1000000 | PA      | $1138961.02   | 0.01%             | 2026-10-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $201262.57    | 0.00%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1259570.45   | 0.01%             | 2037-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7262774.68   | 0.07%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $225744.66    | 0.00%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $348323.33    | 0.00%             | 2030-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115289.04    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $228370.26    | 0.00%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $107760.57    | 0.00%             | 2028-03-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3774941.11   | 0.04%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $714207.13    | 0.01%             | 2029-02-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114639.82    | 0.00%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $270679.38    | 0.00%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $686998.70    | 0.01%             | 2030-10-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4083900 | PA      | $4026360.50   | 0.04%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105377.53    | 0.00%             | 2034-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8751000 | PA      | $11285694.35  | 0.11%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      500000 | PA      | $589818.01    | 0.01%             | 2027-09-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $161212.07    | 0.00%             | 2036-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1122364.77   | 0.01%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $209497.70    | 0.00%             | 2029-02-28      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1544600000 | PA      | $10222880.51  | 0.10%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $400783.41    | 0.00%             | 2033-07-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      175000 | PA      | $199659.79    | 0.00%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                  | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $233719.52    | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      600000 | PA      | $675240.88    | 0.01%             | 2032-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    13653000 | PA      | $15958580.96  | 0.15%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      800000 | PA      | $894163.85    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355662.08    | 0.00%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12166000 | PA      | $6590391.81   | 0.06%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      500000 | PA      | $584345.81    | 0.01%             | 2030-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $857335.53    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4250000 | PA      | $2651388.39   | 0.02%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      700000 | PA      | $778726.68    | 0.01%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $75835.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $565465.28    | 0.01%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $578228.58    | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    15734000 | PA      | $17534902.71  | 0.16%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5770000 | PA      | $1201083.17   | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $117777.35    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAS0<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $755083.80    | 0.01%             | 2028-12-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   196900000 | PA      | $846688.97    | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS                                  | Associated British Foods PLC                                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $431914.45    | 0.00%             | 2034-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   108580000 | PA      | $5615759.02   | 0.05%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      300000 | PA      | $299201.72    | 0.00%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $265262.39    | 0.00%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      550000 | PA      | $531842.28    | 0.00%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $432893.33    | 0.00%             | 2029-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1590000 | PA      | $1803512.75   | 0.02%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   371590000 | PA      | $51613809.15  | 0.49%             | 2026-09-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 60142000000 | PA      | $4072474.10   | 0.04%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   161850000 | PA      | $1118890.83   | 0.01%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      300000 | PA      | $354394.05    | 0.00%             | 2031-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $318757.67    | 0.00%             | 2028-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $462017.31    | 0.00%             | 2031-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    16139000 | PA      | $14631402.13  | 0.14%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113995.83    | 0.00%             | 2025-09-19      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1060898.99   | 0.01%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATES OF GUERNSEY                                        | States of Guernsey Bond                                                          | CUSIP: 000000000<br>LEI: 549300LMWTIK7DAC7T07 | Long             | DBT              | NUSS              | GG        |      100000 | PA      | $93924.97     | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217006.87    | 0.00%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      792000 | PA      | $739033.45    | 0.01%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232704.53    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $695610.46    | 0.01%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $463344.99    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $341035.55    | 0.00%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200436.83    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $305235.05    | 0.00%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $750110.84    | 0.01%             | 2037-06-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $422210.91    | 0.00%             | 2031-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $585943.96    | 0.01%             | 2030-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   718950000 | PA      | $3556624.05   | 0.03%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $222782.02    | 0.00%             | 2036-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   376550000 | PA      | $1752125.60   | 0.02%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140945.68    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE I AG                                   | Swiss Life Finance I AG                                                          | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |      200000 | PA      | $232021.28    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $254359.78    | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $338324.30    | 0.00%             | 2028-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      780000 | PA      | $734234.55    | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $180546.59    | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $410698.94    | 0.00%             | 2030-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3742000 | PA      | $3858457.90   | 0.04%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $314082.85    | 0.00%             | 2032-07-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $7814269.61   | 0.07%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2868000 | PA      | $3773510.84   | 0.04%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10803000 | PA      | $7759398.92   | 0.07%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $204134.79    | 0.00%             | 2025-09-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $263350.07    | 0.00%             | 2025-09-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $607748.75    | 0.01%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $477697.48    | 0.00%             | 2035-03-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $133141.72    | 0.00%             | 2026-03-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121819.01    | 0.00%             | 2029-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      150000 | PA      | $104536.64    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      400000 | PA      | $489691.86    | 0.00%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $325602.76    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1146874.70   | 0.01%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138904.43    | 0.00%             | 2030-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $390922.32    | 0.00%             | 2031-07-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                      | Henkel AG & Co. KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $190087.67    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      423000 | PA      | $422227.29    | 0.00%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $666848.24    | 0.01%             | 2027-08-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                       | Clarion Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800BLOAKXC1BXLJ29 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $681233.88    | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $244808.64    | 0.00%             | 2027-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $425948.96    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344292.59    | 0.00%             | 2036-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $694314.29    | 0.01%             | 2031-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2330000 | PA      | $2643932.57   | 0.02%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $687699.67    | 0.01%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $487665.09    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                           | Brookfield Corp                                                                  | CUSIP: 11257ZAE9<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144941.73    | 0.00%             | 2026-01-28      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $155556.18    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $331926.45    | 0.00%             | 2027-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1380000 | PA      | $1588082.39   | 0.01%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $578657.37    | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $469767.25    | 0.00%             | 2033-12-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $488707.48    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6110000 | PA      | $926375.69    | 0.01%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    15436000 | PA      | $9378307.56   | 0.09%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $236984.64    | 0.00%             | 2032-09-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FV9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      120000 | PA      | $93945.65     | 0.00%             | 2031-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   654350000 | PA      | $3605787.95   | 0.03%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $893928.21    | 0.01%             | 2027-02-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $111814.07    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      640000 | PA      | $733394.40    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      600000 | PA      | $691119.81    | 0.01%             | 2027-11-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $663074.88    | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $388475.06    | 0.00%             | 2032-04-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $100303.55    | 0.00%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $672385.94    | 0.01%             | 2027-01-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $971100.95    | 0.01%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $448926.33    | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETWORK FINANCE CO PTY L                                  | Network Finance Co Pty Ltd                                                       | CUSIP: 000000000<br>LEI: 213800XV6ZAOWZ2IIS63 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $135199.22    | 0.00%             | 2030-06-19      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      100000 | PA      | $121470.44    | 0.00%             | 2041-12-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    24209000 | PA      | $15062968.38  | 0.14%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4000000 | PA      | $2032361.23   | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $290933.28    | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $176363.07    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4956000 | PA      | $2392637.84   | 0.02%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $228470.60    | 0.00%             | 2031-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     8023000 | PA      | $10064325.76  | 0.09%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1900000 | PA      | $2125348.93   | 0.02%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $510113.14    | 0.00%             | 2025-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE FONCIERE LYONNAI                                  | Societe Fonciere Lyonnaise SA                                                    | CUSIP: 000000000<br>LEI: 969500B0S40FTUVKD182 | Long             | DBT              |  | FR        |      500000 | PA      | $560065.81    | 0.01%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                   | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133605.14    | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      850000 | PA      | $744223.17    | 0.01%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $667186.64    | 0.01%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146216.21    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $345695.26    | 0.00%             | 2030-01-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                      | PPG Industries, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $341753.70    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $782006.99    | 0.01%             | 2026-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $393536.22    | 0.00%             | 2036-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $192610.74    | 0.00%             | 2046-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $143993.25    | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1510000 | PA      | $1312663.49   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $822093.79    | 0.01%             | 2028-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3964000 | PA      | $4655999.51   | 0.04%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207859.03    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      600000 | PA      | $694502.69    | 0.01%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $114092.72    | 0.00%             | 2033-02-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118500000 | PA      | $809319.42    | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $583673.65    | 0.01%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5476000 | PA      | $1791942.62   | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $1067701.57   | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4040000 | PA      | $2558073.47   | 0.02%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338721.75    | 0.00%             | 2032-10-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $325771.78    | 0.00%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $364262.92    | 0.00%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $271999.85    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9140000 | PA      | $1757976.96   | 0.02%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25000000000 | PA      | $1549262.09   | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 12350900000 | PA      | $6918460.57   | 0.07%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $334756.27    | 0.00%             | 2026-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1530000 | PA      | $856327.77    | 0.01%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $85691.44     | 0.00%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151169.05    | 0.00%             | 2034-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $547551.69    | 0.01%             | 2028-07-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $433835.78    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8494000 | PA      | $9252490.74   | 0.09%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1710000 | PA      | $955471.07    | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      150000 | PA      | $106773.73    | 0.00%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $872616.64    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $398266.85    | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1109699.19   | 0.01%             | 2026-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDE HOUSING ASSOC LTD                                    | Hyde Housing Association Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WOZ2BUYBVOGK96 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $213878.55    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   534600000 | PA      | $2068479.00   | 0.02%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1450000 | PA      | $1612573.17   | 0.02%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $306694.53    | 0.00%             | 2031-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $933898.85    | 0.01%             | 2031-12-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $441244.17    | 0.00%             | 2027-09-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                   | Prudential Funding Asia PLC                                                      | CUSIP: 000000000<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $343928.09    | 0.00%             | 2031-12-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4600000 | PA      | $5193477.85   | 0.05%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $465441.91    | 0.00%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347727.45    | 0.00%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4000000 | PA      | $709969.13    | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $525574.76    | 0.00%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $773706.34    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $853654.90    | 0.01%             | 2045-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $453568.95    | 0.00%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                | Baxter International, Inc.                                                       | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      250000 | PA      | $269258.25    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $276728.64    | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35730000 | PA      | $5072278.52   | 0.05%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $322201.40    | 0.00%             | 2028-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $572892.10    | 0.01%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      435000 | PA      | $501235.78    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $238232.51    | 0.00%             | 2033-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $307416.74    | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $238548.20    | 0.00%             | 2050-02-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $442118.60    | 0.00%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $379048.72    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $399806.66    | 0.00%             | 2028-10-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $33379.59     | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $223084.02    | 0.00%             | 2026-10-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $558279.77    | 0.01%             | 2038-11-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    11000000 | PA      | $1589999.42   | 0.01%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10850000 | PA      | $2108970.31   | 0.02%             | 2041-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   115100000 | PA      | $17086876.71  | 0.16%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $602466.41    | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $223854.80    | 0.00%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $397515.60    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235545.33    | 0.00%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1732660000 | PA      | $1244917.28   | 0.01%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   410200000 | PA      | $2712843.07   | 0.03%             | 2026-08-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1016311.10   | 0.01%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |      100000 | PA      | $123619.95    | 0.00%             | 2028-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $178272.90    | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DCC GROUP FIN IRELAND                                     | DCC Group Finance Ireland DAC                                                    | CUSIP: 000000000<br>LEI: 213800SOAP5DXWP6BS88 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $236849.57    | 0.00%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133103.47    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5937670000 | PA      | $4087657.60   | 0.04%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3737000 | PA      | $3849951.54   | 0.04%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $228019.60    | 0.00%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2820000 | PA      | $261544.83    | 0.00%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4384000 | PA      | $2252220.92   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    17430000 | PA      | $9882346.61   | 0.09%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $339849.91    | 0.00%             | 2031-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBG0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $15807.51     | 0.00%             | 2052-09-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113333.57    | 0.00%             | 2026-01-19      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232028.44    | 0.00%             | 2027-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   215600000 | PA      | $766268.74    | 0.01%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $132206.37    | 0.00%             | 2036-12-03      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236789.86    | 0.00%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106028.98    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $99078.73     | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $734016.52    | 0.01%             | 2027-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $232432.90    | 0.00%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    13412000 | PA      | $8352156.68   | 0.08%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1931450000 | PA      | $12525949.82  | 0.12%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $349184.96    | 0.00%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      425000 | PA      | $482129.03    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $225379.17    | 0.00%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $102779.82    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      449000 | PA      | $424391.42    | 0.00%             | 2033-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6433570000 | PA      | $4708765.28   | 0.04%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $370630.27    | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   780000000 | PA      | $800706.34    | 0.01%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $227407.79    | 0.00%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123507.19    | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   762650000 | PA      | $5137811.16   | 0.05%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $228423.27    | 0.00%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $810894.04    | 0.01%             | 2055-07-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $59266.38     | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4120000 | PA      | $2609915.97   | 0.02%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1500000 | PA      | $572701.03    | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6864000 | PA      | $8388079.99   | 0.08%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $330504.82    | 0.00%             | 2027-11-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      420000 | PA      | $447878.26    | 0.00%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      200000 | PA      | $196300.94    | 0.00%             | 2031-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $175184.05    | 0.00%             | 2034-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117067.48    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $336059.18    | 0.00%             | 2027-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      357000 | PA      | $470035.17    | 0.00%             | 2029-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1335000 | PA      | $1505471.21   | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1193174.26   | 0.01%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $330598.07    | 0.00%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $404127.78    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $440681.50    | 0.00%             | 2027-10-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1854250000 | PA      | $12056351.94  | 0.11%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1554942.42   | 0.01%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    19038000 | PA      | $1640888.25   | 0.02%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |      594000 | PA      | $678416.44    | 0.01%             | 2027-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4483000 | PA      | $5190752.84   | 0.05%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342827.18    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5967600000 | PA      | $4309235.03   | 0.04%             | 2030-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $378250.32    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $97012.90     | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   533800000 | PA      | $1706360.44   | 0.02%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $77387.46     | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAS7<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $145937.67    | 0.00%             | 2031-08-05      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1256482.85   | 0.01%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $413144.29    | 0.00%             | 2032-05-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCE2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136882.43    | 0.00%             | 2030-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1585848.19   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1587078.27   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   116250000 | PA      | $686009.33    | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      425000 | PA      | $485289.82    | 0.00%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223570.23    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $115208.96    | 0.00%             | 2033-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $919933.89    | 0.01%             | 2036-05-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAD0<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $143455.98    | 0.00%             | 2030-09-04      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $544169.01    | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3758628.72   | 0.04%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $475087.23    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1148419.10   | 0.01%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $230064.92    | 0.00%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $655922.73    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                             | Walmart, Inc.                                                                    | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      600000 | PA      | $750217.75    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      450000 | PA      | $497945.66    | 0.00%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    25150000 | PA      | $1221199.28   | 0.01%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $343379.55    | 0.00%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1295093.13   | 0.01%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115918.49    | 0.00%             | 2031-04-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4967000 | PA      | $3237742.86   | 0.03%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $627273.94    | 0.01%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $252726.50    | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   351000000 | PA      | $2012339.75   | 0.02%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3905000 | PA      | $4763435.96   | 0.04%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350331.82    | 0.00%             | 2033-06-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      850000 | PA      | $1028114.86   | 0.01%             | 2030-02-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120944.97    | 0.00%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112831.99    | 0.00%             | 2034-10-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $783170.78    | 0.01%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $372074.26    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $461423.57    | 0.00%             | 2028-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      338000 | PA      | $475733.98    | 0.00%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1267222.15   | 0.01%             | 2028-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $565387.64    | 0.01%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $862778.39    | 0.01%             | 2029-09-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2995993.27   | 0.03%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $595449.72    | 0.01%             | 2032-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $667988.85    | 0.01%             | 2027-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   232990000 | PA      | $32507122.79  | 0.31%             | 2027-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $116655.33    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74780.25     | 0.00%             | 2034-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $355255.33    | 0.00%             | 2048-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $336173.44    | 0.00%             | 2026-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CRITERIA CAIXA SA                                         | Criteria Caixa SA                                                                | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $113774.55    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $461456.88    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119540.70    | 0.00%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $247487.44    | 0.00%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233579.82    | 0.00%             | 2035-05-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $636647.18    | 0.01%             | 2030-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $543951.63    | 0.01%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1044104.69   | 0.01%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $209919.96    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANO SA                                                  | Orano SA                                                                         | CUSIP: 000000000<br>LEI: 969500161UMNDC85C891 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $912297.73    | 0.01%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8680000 | PA      | $9861530.83   | 0.09%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    13630000 | PA      | $15706986.77  | 0.15%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $925539.54    | 0.01%             | 2035-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $337637.12    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      830000 | PA      | $1167414.43   | 0.01%             | 2039-07-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    31027240 | PA      | $5724517.64   | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $838385.32    | 0.01%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113818.09    | 0.00%             | 2031-01-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13210000 | PA      | $15463142.55  | 0.15%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1928027.14   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $340964.75    | 0.00%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 532457BM9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      350000 | PA      | $397667.05    | 0.00%             | 2026-06-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LONSDALE FINANCE PTY LTD                                  | Lonsdale Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300VX4WC30OTQ1E62 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $125758.84    | 0.00%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    11633000 | PA      | $12371175.12  | 0.12%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40048000000 | PA      | $2518931.12   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $66603.60     | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1325067.29   | 0.01%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1570000 | PA      | $1179778.62   | 0.01%             | 2033-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      585000 | PA      | $657250.50    | 0.01%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AURIZON FINANCE PTY LTD                                   | Aurizon Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 8945002Q8CO1BE22YB71 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $61884.31     | 0.00%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $679422.98    | 0.01%             | 2026-01-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $343638.61    | 0.00%             | 2028-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $612478.41    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $171809.94    | 0.00%             | 2035-07-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $592280.70    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $279863.22    | 0.00%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1137862.40   | 0.01%             | 2034-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $127657.03    | 0.00%             | 2043-11-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5851000 | PA      | $5852347.58   | 0.06%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $288046.28    | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143773.78    | 0.00%             | 2032-01-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $118727.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    40810000 | PA      | $1632404.28   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4030000 | PA      | $2390462.95   | 0.02%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CT6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $834520.77    | 0.01%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $476037.51    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $275401.49    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $489944.74    | 0.00%             | 2031-12-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $536891.01    | 0.01%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224050.03    | 0.00%             | 2037-02-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $572310.40    | 0.01%             | 2029-07-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   131750000 | PA      | $19704676.64  | 0.19%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $131481.52    | 0.00%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $113533.51    | 0.00%             | 2033-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $249512.46    | 0.00%             | 2049-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102560.85    | 0.00%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $220876.76    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $317299.32    | 0.00%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1900000 | PA      | $2162092.79   | 0.02%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                       | Blackstone Holdings Finance Co. LLC                                              | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      900000 | PA      | $978356.92    | 0.01%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116199.94    | 0.00%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058LB7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $366645.66    | 0.00%             | 2029-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $746412.05    | 0.01%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $343331.78    | 0.00%             | 2035-06-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $452154.09    | 0.00%             | 2026-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $548984.75    | 0.01%             | 2027-10-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $361673.32    | 0.00%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7380000 | PA      | $2176610.36   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                               | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $326164.53    | 0.00%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                | Dover Corp                                                                       | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      300000 | PA      | $329088.40    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $277095.41    | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $813339.18    | 0.01%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229755.10    | 0.00%             | 2026-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $208625.83    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     1050000 | PA      | $1164786.82   | 0.01%             | 2028-01-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $559786.57    | 0.01%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1703000 | PA      | $1284784.34   | 0.01%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $440651.15    | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $193299.98    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $157833.33    | 0.00%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      820000 | PA      | $424775.14    | 0.00%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14337000 | PA      | $13908498.00  | 0.13%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      600000 | PA      | $568111.44    | 0.01%             | 2032-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $506768.84    | 0.00%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $597224.32    | 0.01%             | 2031-07-03      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      440000 | PA      | $421755.72    | 0.00%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      280000 | PA      | $191766.66    | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $338868.01    | 0.00%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $9637.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226048.17    | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $77656.61     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                    | Castellum Helsinki Finance Holding Abp                                           | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $311224.28    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   136440000 | PA      | $19901603.06  | 0.19%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $648983.83    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18930000 | PA      | $21649060.13  | 0.20%             | 2028-09-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $786575.69    | 0.01%             | 2026-11-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $991095.52    | 0.01%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   428200000 | PA      | $2195424.79   | 0.02%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220607.32    | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1261060.09   | 0.01%             | 2032-07-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1220940.21   | 0.01%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $595590.77    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                       | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $608481.49    | 0.01%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $221292.27    | 0.00%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $543255.35    | 0.01%             | 2028-01-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57877000 | PA      | $2018767.45   | 0.02%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $483275.01    | 0.00%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $465271.03    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144800.57    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $589259.00    | 0.01%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $379266.25    | 0.00%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $792371.39    | 0.01%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $455714.39    | 0.00%             | 2036-01-23      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $427249.00    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $377462.97    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                  | Acciona Energia Financiacion Filiales SA                                         | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $620558.02    | 0.01%             | 2031-04-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      100000 | PA      | $108172.23    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $832670.03    | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $908452.45    | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17555000000 | PA      | $1037510.64   | 0.01%             | 2036-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $2157313.49   | 0.02%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $369345.79    | 0.00%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $565418.57    | 0.01%             | 2030-08-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $650995.02    | 0.01%             | 2028-08-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3800000 | PA      | $2458776.56   | 0.02%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $596374.55    | 0.01%             | 2028-08-16      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $110914.83    | 0.00%             | 2028-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                            | FCC Aqualia SA                                                                   | CUSIP: 000000000<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $400274.80    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $598403.79    | 0.01%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38000000000 | PA      | $2581961.76   | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230853.75    | 0.00%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $598225.74    | 0.01%             | 2037-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $175239.86    | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $225178.42    | 0.00%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $86754.39     | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228447.02    | 0.00%             | 2034-03-10      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230693.55    | 0.00%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $495050.83    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $579922.60    | 0.01%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $649406.45    | 0.01%             | 2029-02-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231798.78    | 0.00%             | 2032-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225815.32    | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $1999487.78   | 0.02%             | 2034-10-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      100000 | PA      | $75829.96     | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1691642.70   | 0.02%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $506765.35    | 0.00%             | 2027-06-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $352907.39    | 0.00%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1270938.15   | 0.01%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CATALYST HOUSING LTD                                      | Catalyst Housing Ltd                                                             | CUSIP: 000000000<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $166124.39    | 0.00%             | 2047-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $127689.70    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1688173.98   | 0.02%             | 2027-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2061050000 | PA      | $12598640.06  | 0.12%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAM3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $290298.94    | 0.00%             | 2054-06-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCH9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $207556.22    | 0.00%             | 2031-06-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $129553.60    | 0.00%             | 2026-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      570000 | PA      | $654241.61    | 0.01%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RGB2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $108388.86    | 0.00%             | 2025-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117234.28    | 0.00%             | 2031-08-05      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1150000 | PA      | $1284175.90   | 0.01%             | 2027-03-24      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1172741.46   | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $514584.30    | 0.00%             | 2026-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $394440.69    | 0.00%             | 2030-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $417449.41    | 0.00%             | 2038-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6596000 | PA      | $7271632.35   | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    18117000 | PA      | $10255997.61  | 0.10%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $497766.32    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $352664.38    | 0.00%             | 2034-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $461297.35    | 0.00%             | 2036-01-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5612000 | PA      | $3550341.70   | 0.03%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $365939.74    | 0.00%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4090000 | PA      | $2908116.22   | 0.03%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $334598.43    | 0.00%             | 2029-05-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COVESTRO AG                                               | Covestro AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $396647.25    | 0.00%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124279.35    | 0.00%             | 2044-09-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      529070 | PA      | $608970.11    | 0.01%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $341760.93    | 0.00%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114918.27    | 0.00%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $115897.52    | 0.00%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224241.69    | 0.00%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $278926.43    | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHP4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $454630.70    | 0.00%             | 2028-06-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $241566.68    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $310861.49    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $923662.21    | 0.01%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $367475.58    | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      500000 | PA      | $437187.25    | 0.00%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PLATFORM HG FINANCE PLC                                   | Platform HG Financing PLC                                                        | CUSIP: 000000000<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $279386.02    | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234389.59    | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   126010000 | PA      | $18875444.67  | 0.18%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    11467000 | PA      | $12020814.88  | 0.11%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330722.62    | 0.00%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1062715.39   | 0.01%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $54872.60     | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   103490000 | PA      | $3846333.03   | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1760000 | PA      | $1412917.32   | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1622550000 | PA      | $8703516.90   | 0.08%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $287815.50    | 0.00%             | 2031-06-27      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $127207.06    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1317134.73   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926HR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $364390.99    | 0.00%             | 2035-02-04      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1390676.17   | 0.01%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $428496.40    | 0.00%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                      | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1070000 | PA      | $871168.43    | 0.01%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      300000 | PA      | $302087.94    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $663857.22    | 0.01%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1150000 | PA      | $1164856.68   | 0.01%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $581052.07    | 0.01%             | 2029-05-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $447024.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4537580000 | PA      | $3270470.73   | 0.03%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7750000 | PA      | $8015725.45   | 0.08%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $483535.08    | 0.00%             | 2033-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $716182.60    | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $457797.20    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      281000 | PA      | $316909.32    | 0.00%             | 2027-03-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      700000 | PA      | $535267.14    | 0.01%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    79700000 | PA      | $11869696.32  | 0.11%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    23850000 | PA      | $161940.04    | 0.00%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7960000 | PA      | $4246399.04   | 0.04%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350934.62    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $366212.66    | 0.00%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $460495.12    | 0.00%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $388083.26    | 0.00%             | 2030-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $477965.86    | 0.00%             | 2028-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1008927.64   | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-186129.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                                            | Cooperatieve Rabobank UA/Australia                                               | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $330207.82    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $338599.60    | 0.00%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1350000 | PA      | $1563033.43   | 0.01%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCM4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142552.02    | 0.00%             | 2053-02-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $552692.91    | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143005.19    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $407875.41    | 0.00%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233234.43    | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      568000 | PA      | $616189.48    | 0.01%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $887956.65    | 0.01%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119093.21    | 0.00%             | 2032-09-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFFINITY SUTTON CM PLC                                    | Affinity Sutton Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $215365.64    | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      925000 | PA      | $977544.78    | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136036.65    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $117769.87    | 0.00%             | 2082-12-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1997200000 | PA      | $1266244.26   | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215684.38    | 0.00%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229256.13    | 0.00%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2850000 | PA      | $3059632.75   | 0.03%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON EUROPE                                       | CK Hutchison Europe Finance 21 Ltd                                               | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $187979.83    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                         | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1047586.29   | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1217185.89   | 0.01%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      950000 | PA      | $1050839.85   | 0.01%             | 2027-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      963000 | PA      | $1067295.27   | 0.01%             | 2030-03-23      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ADA5<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142314.21    | 0.00%             | 2029-09-12      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    72950000 | PA      | $3045789.96   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |     1225000 | PA      | $1320757.09   | 0.01%             | 2028-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $440070.74    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132079.38    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $625034.84    | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6717000 | PA      | $7980174.23   | 0.08%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60528.26     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $450412.84    | 0.00%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $550319.94    | 0.01%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $3997484.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      381000 | PA      | $448502.78    | 0.00%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $459538.85    | 0.00%             | 2027-09-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $2206255.27   | 0.02%             | 2030-11-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $228760.76    | 0.00%             | 2031-06-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11200000 | PA      | $2655409.21   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    15000000 | PA      | $1466721.77   | 0.01%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $323633.93    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1492629.33   | 0.01%             | 2032-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $663354.22    | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147771.12    | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      352000 | PA      | $380835.87    | 0.00%             | 2029-06-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $548858.89    | 0.01%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $220275.05    | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $102185.03    | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   281000000 | PA      | $1590441.53   | 0.01%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                           | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      300000 | PA      | $202566.12    | 0.00%             | 2034-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $933102.85    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $292768.83    | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAS0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $418226.84    | 0.00%             | 2031-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| POWER CORPORATION CANADA                                  | Power Corp of Canada                                                             | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67836.55     | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144070.09    | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70168.71     | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $212880.41    | 0.00%             | 2029-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $522902.78    | 0.00%             | 2025-12-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229788.95    | 0.00%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                                  | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $781362.71    | 0.01%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222454.01    | 0.00%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1750000 | PA      | $1736187.32   | 0.02%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      236000 | PA      | $246124.93    | 0.00%             | 2031-05-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      300000 | PA      | $343633.65    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10115000 | PA      | $8167515.25   | 0.08%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $552576.99    | 0.01%             | 2038-04-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4532000 | PA      | $3678915.06   | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1128500.86   | 0.01%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $312926.60    | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $536819.71    | 0.01%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOROMONT INDUSTRIES LTD                                   | Toromont Industries Ltd                                                          | CUSIP: 891102AF2<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216883.65    | 0.00%             | 2030-03-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    36700000 | PA      | $1637045.39   | 0.02%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $886698.84    | 0.01%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $277837.49    | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    44000000 | PA      | $6540742.50   | 0.06%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $734772.89    | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2229000 | PA      | $2211354.71   | 0.02%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1200000 | PA      | $846965.05    | 0.01%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $223641.86    | 0.00%             | 2027-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $238635.92    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $576137.78    | 0.01%             | 2030-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    10000000 | PA      | $1509458.20   | 0.01%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $439345.45    | 0.00%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $575386.20    | 0.01%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    45050000 | PA      | $6867529.50   | 0.06%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1019332.66   | 0.01%             | 2035-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1900000 | PA      | $451216.56    | 0.00%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115423.52    | 0.00%             | 2036-07-04      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $463600.37    | 0.00%             | 2045-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      225000 | PA      | $257522.52    | 0.00%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   382700000 | PA      | $2223798.54   | 0.02%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Albemarle New Holding GmbH                                | Albemarle New Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $218295.60    | 0.00%             | 2028-11-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74368.65     | 0.00%             | 2032-08-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |     1200000 | PA      | $1393278.63   | 0.01%             | 2031-02-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145029.35    | 0.00%             | 2030-02-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $221552.84    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $1086559.60   | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $224470.83    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226826.87    | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $403784.74    | 0.00%             | 2032-11-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $581645.85    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CB7<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $361403.19    | 0.00%             | 2028-05-23      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $527333.95    | 0.00%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $775725.44    | 0.01%             | 2030-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $239571.46    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $317615.18    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12074000 | PA      | $7596627.12   | 0.07%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   157000000 | PA      | $22220561.26  | 0.21%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $253864.13    | 0.00%             | 2031-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1128000 | PA      | $1244761.61   | 0.01%             | 2032-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   750000000 | PA      | $4880357.38   | 0.05%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $720284.18    | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $692249.57    | 0.01%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $225972.36    | 0.00%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP FINANCE NV                                  | Compass Group Finance Netherlands BV                                             | CUSIP: 000000000<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $332330.44    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1172800000 | PA      | $7594274.07   | 0.07%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      200000 | PA      | $205744.60    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $232463.52    | 0.00%             | 2030-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                            | Just Group PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $404161.26    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $90362.15     | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $498092.82    | 0.00%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     2000000 | PA      | $2276994.01   | 0.02%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $210206.29    | 0.00%             | 2028-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      366000 | PA      | $414335.14    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $882135.33    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    20000000 | PA      | $2074426.80   | 0.02%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233404.55    | 0.00%             | 2030-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3890020000 | PA      | $3299888.03   | 0.03%             | 2053-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     5300000 | PA      | $6010890.64   | 0.06%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $764654.12    | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $213200.86    | 0.00%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEWRIVER REIT PLC                                         | NewRiver REIT PLC                                                                | CUSIP: 000000000<br>LEI: 2138004GX1VAUMH66L31 | Long             | DBT              |  | GB        |      200000 | PA      | $252894.97    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $191973.76    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      592000 | PA      | $676569.23    | 0.01%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $556514.01    | 0.01%             | 2029-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $739217.00    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6298000 | PA      | $7027314.43   | 0.07%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $430516.62    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                        | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $216463.47    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5774000 | PA      | $4705722.73   | 0.04%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KY3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $139402.19    | 0.00%             | 2056-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $232903.03    | 0.00%             | 2027-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCG7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $214296.25    | 0.00%             | 2031-07-22      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4539000 | PA      | $5086069.86   | 0.05%             | 2026-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4000000 | PA      | $2936075.89   | 0.03%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5230000 | PA      | $4531783.35   | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $520435.14    | 0.00%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $263358.39    | 0.00%             | 2029-06-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2133000 | PA      | $2323471.00   | 0.02%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154630.28    | 0.00%             | 2035-07-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $882708.08    | 0.01%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2902000 | PA      | $3311899.39   | 0.03%             | 2028-10-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $420677.41    | 0.00%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1107318.23   | 0.01%             | 2027-01-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $621550.52    | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBJ1<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150602.66    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31080000 | PA      | $1074630.19   | 0.01%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236393.03    | 0.00%             | 2036-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $403025.74    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      710000 | PA      | $765203.00    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $244635.81    | 0.00%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      260000 | PA      | $253827.62    | 0.00%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYDRO OTTAWA CAPITAL                                      | Hydro Ottawa Capital Corp                                                        | CUSIP: 448975AE2<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217528.25    | 0.00%             | 2035-01-30      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $203459.84    | 0.00%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                          | BorgWarner, Inc.                                                                 | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198549.54    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $345297.72    | 0.00%             | 2030-01-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      700000 | PA      | $824496.17    | 0.01%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1151399.42   | 0.01%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $242836.82    | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      559000 | PA      | $632088.86    | 0.01%             | 2027-10-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                    | CUSIP: 000000000<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113403.10    | 0.00%             | 2032-06-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $89804.19     | 0.00%             | 2114-03-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   377500000 | PA      | $1935370.35   | 0.02%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1195000 | PA      | $1345487.20   | 0.01%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $766685.33    | 0.01%             | 2033-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      800000 | PA      | $880476.53    | 0.01%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2053000 | PA      | $1723337.08   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSDEV GROUP SA                                         | Transdev Group SA                                                                | CUSIP: 000000000<br>LEI: 969500LMWJBG5RHVJV88 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345183.32    | 0.00%             | 2032-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    15282000 | PA      | $11733088.23  | 0.11%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $848008.79    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $242056.16    | 0.00%             | 2030-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $392002.02    | 0.00%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      100000 | PA      | $117377.71    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126875.04    | 0.00%             | 2050-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    80000000 | PA      | $11844030.64  | 0.11%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $241558.55    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $472592.15    | 0.00%             | 2029-03-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $433173.50    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $441583.07    | 0.00%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2131000 | PA      | $563216.73    | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $545559.72    | 0.01%             | 2030-03-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                              | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1123597.01   | 0.01%             | 2028-07-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1862000 | PA      | $955514.19    | 0.01%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $818521.70    | 0.01%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                     | Gildan Activewear Inc                                                            | CUSIP: 375916AE3<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144139.95    | 0.00%             | 2030-11-22      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $215663.04    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $446890.72    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $341062.51    | 0.00%             | 2030-05-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      704592 | PA      | $802200.02    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $579351.01    | 0.01%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1750000000 | PA      | $1356689.66   | 0.01%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229401.84    | 0.00%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152599.16    | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $132309.24    | 0.00%             | 2032-08-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1540000 | PA      | $1680384.81   | 0.02%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $335236.60    | 0.00%             | 2030-01-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAU0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72212.35     | 0.00%             | 2035-05-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $170400.08    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $571230.14    | 0.01%             | 2029-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $189466.87    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $327199.39    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $224708.67    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $458077.11    | 0.00%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3160000 | PA      | $1715602.89   | 0.02%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVERCO INC                                               | Noverco Inc                                                                      | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72929.91     | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1069882.14   | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $453792.18    | 0.00%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $963287.60    | 0.01%             | 2030-12-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $849825.15    | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1244888.04   | 0.01%             | 2032-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1160847.84   | 0.01%             | 2027-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                              | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $178145.53    | 0.00%             | 2039-06-11      | 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      | $120478.78    | 0.00%             | 2033-10-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ferrovial Emisiones SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $107020.97    | 0.00%             | 2028-11-12      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $161343.71    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $217355.62    | 0.00%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $734568.43    | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $347489.25    | 0.00%             | 2028-05-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131638.72    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1322000 | PA      | $1014435.67   | 0.01%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1810000 | PA      | $1255713.95   | 0.01%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAD5<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147265.94    | 0.00%             | 2034-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $199384.50    | 0.00%             | 2032-08-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                          | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154143.47    | 0.00%             | 2034-01-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340249.02    | 0.00%             | 2026-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LIVERPOOL                                   | University of Liverpool                                                          | CUSIP: 000000000<br>LEI: 213800FEIAW5YCVLG823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $84921.71     | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |     1100000 | PA      | $1349219.04   | 0.01%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111596.56    | 0.00%             | 2079-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2763583 | PA      | $3451468.70   | 0.03%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4951000 | PA      | $5014567.56   | 0.05%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1161764.74   | 0.01%             | 2029-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $577606.79    | 0.01%             | 2035-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AE4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73261.07     | 0.00%             | 2029-06-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $353085.04    | 0.00%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      150000 | PA      | $172613.23    | 0.00%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3053000 | PA      | $2297564.73   | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      850000 | PA      | $919251.78    | 0.01%             | 2028-02-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $138272.40    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $344064.15    | 0.00%             | 2037-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    18690000 | PA      | $10126719.41  | 0.10%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $463455.23    | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240760.99    | 0.00%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $271505.32    | 0.00%             | 2033-05-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 63930000000 | PA      | $3936559.27   | 0.04%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1084117.64   | 0.01%             | 2028-05-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8220000 | PA      | $8886958.14   | 0.08%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1003000 | PA      | $663654.18    | 0.01%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $599041.10    | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    29900000 | PA      | $1349827.40   | 0.01%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11091000 | PA      | $2692906.27   | 0.03%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $558508.68    | 0.01%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      300000 | PA      | $340223.64    | 0.00%             | 2031-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 802912AA3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72380.46     | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                         | Bureau Veritas SA                                                                | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345795.28    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |           0 | PA      | $0.00         | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5290000 | PA      | $4951563.11   | 0.05%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      325000 | PA      | $302707.80    | 0.00%             | 2034-02-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4710000 | PA      | $2856313.72   | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9167000 | PA      | $12261747.71  | 0.12%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6371000 | PA      | $7425499.89   | 0.07%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $340285.38    | 0.00%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $759210.58    | 0.01%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1046671.12   | 0.01%             | 2035-03-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4500000 | PA      | $3329639.22   | 0.03%             | 2029-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $484943.14    | 0.00%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $126945.33    | 0.00%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS                                     | Firmenich Productions Participations SAS                                         | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $544717.83    | 0.01%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76547.81     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1335009.32   | 0.01%             | 2028-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $603085.74    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240650.63    | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    27219000 | PA      | $17256504.06  | 0.16%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3108130000 | PA      | $2256964.27   | 0.02%             | 2026-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   464800000 | PA      | $3095511.84   | 0.03%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORNATOR OYJ                                              | Tornator Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700HAOL35VNKK1711 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $114527.18    | 0.00%             | 2031-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1065057.54   | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $421836.97    | 0.00%             | 2028-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    53500000 | PA      | $8818522.69   | 0.08%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FINANCE 16                                   | CK Hutchison Finance 16 Ltd                                                      | CUSIP: 000000000<br>LEI: 254900EAR706W4E5ZN70 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $447901.28    | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $229913.79    | 0.00%             | 2034-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $114483.29    | 0.00%             | 2031-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $113260.16    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MERCIALYS SA                                              | Mercialys SA                                                                     | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              |  | FR        |      200000 | PA      | $227828.50    | 0.00%             | 2032-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $401375.30    | 0.00%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1580058.39   | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      600000 | PA      | $435859.51    | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                   | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $118923.30    | 0.00%             | 2031-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $608131.29    | 0.01%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $768191.05    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $791929.56    | 0.01%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $339270.90    | 0.00%             | 2033-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P5X8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217499.62    | 0.00%             | 2031-06-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148584.54    | 0.00%             | 2028-07-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $145444.10    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10965000 | PA      | $12402635.03  | 0.12%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $329659.02    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAJ5<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $150770.49    | 0.00%             | 2028-04-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113195.35    | 0.00%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $350653.63    | 0.00%             | 2027-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $342034.70    | 0.00%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $578691.57    | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262877.17    | 0.00%             | 2026-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $346546.55    | 0.00%             | 2033-12-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      100000 | PA      | $114477.44    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $357531.09    | 0.00%             | 2035-01-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS                                  | Caixa Geral de Depositos SA                                                      | CUSIP: 000000000<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |      500000 | PA      | $557445.96    | 0.01%             | 2027-09-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      250000 | PA      | $275586.78    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   113574000 | PA      | $4961113.16   | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4650000 | PA      | $5150641.95   | 0.05%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   274950000 | PA      | $1083876.02   | 0.01%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   942950000 | PA      | $6418213.06   | 0.06%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $303228.83    | 0.00%             | 2029-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       50000 | PA      | $31792.21     | 0.00%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $352459.10    | 0.00%             | 2054-10-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $579790.35    | 0.01%             | 2036-03-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8803000 | PA      | $6388672.39   | 0.06%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $434902.90    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $667813.94    | 0.01%             | 2027-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $116549.65    | 0.00%             | 2030-01-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1810000 | PA      | $1748422.23   | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $658652.80    | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $218335.20    | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226656.40    | 0.00%             | 2026-04-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $217644.87    | 0.00%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $227070.95    | 0.00%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339602.13    | 0.00%             | 2026-02-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2120000 | PA      | $400367.30    | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     9892000 | PA      | $944556.73    | 0.01%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      100000 | PA      | $75008.05     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $327723.43    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351942.89    | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $229848.99    | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   298000000 | PA      | $44381047.74  | 0.42%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $459248.67    | 0.00%             | 2032-11-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7531000 | PA      | $6302794.35   | 0.06%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $574830.12    | 0.01%             | 2035-07-31      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1141793.87   | 0.01%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346916.54    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $513058.33    | 0.00%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $443414.98    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2017                                          | WPP Finance 2017                                                                 | CUSIP: 000000000<br>LEI: 549300IYY97T872E8L21 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $419356.16    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $69621752.02  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      501000 | PA      | $621182.80    | 0.01%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1530886.68   | 0.01%             | 2028-06-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $820449.93    | 0.01%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $29841.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $502541.51    | 0.00%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                               | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      400000 | PA      | $388595.26    | 0.00%             | 2031-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $948991.26    | 0.01%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      750000 | PA      | $532590.94    | 0.01%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111378.81    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $360495.02    | 0.00%             | 2031-03-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $207376.73    | 0.00%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $313560.21    | 0.00%             | 2029-11-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $293617.71    | 0.00%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352122.12    | 0.00%             | 2031-04-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      300000 | PA      | $350072.53    | 0.00%             | 2028-12-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      550000 | PA      | $605727.11    | 0.01%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      850000 | PA      | $1078485.90   | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $218508.58    | 0.00%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $209419.59    | 0.00%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    99600000 | PA      | $605657.24    | 0.01%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115973.21    | 0.00%             | 2055-06-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1100000 | PA      | $1207711.05   | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $72384.30     | 0.00%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      510000 | PA      | $326778.29    | 0.00%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $123973.49    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24840000 | PA      | $1006094.45   | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $108604.19    | 0.00%             | 2051-10-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $453740.70    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5573000 | PA      | $7200449.80   | 0.07%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $192468.08    | 0.00%             | 2033-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $475258.43    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      681000 | PA      | $753149.51    | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1426279.19   | 0.01%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $464191.60    | 0.00%             | 2034-04-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $163881.70    | 0.00%             | 2035-11-16      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $135050.59    | 0.00%             | 2033-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2877000 | PA      | $2451780.40   | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2150000 | PA      | $2466962.81   | 0.02%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17660000 | PA      | $4504421.21   | 0.04%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     1350000 | PA      | $1598013.67   | 0.02%             | 2030-09-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231022.34    | 0.00%             | 2031-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   200000000 | PA      | $6425459.18   | 0.06%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $493894.72    | 0.00%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234783.85    | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1000000 | PA      | $1123391.54   | 0.01%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    12100000 | PA      | $14281009.81  | 0.13%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113986.10    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $105220.47    | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $437434.96    | 0.00%             | 2027-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298491.67    | 0.00%             | 2034-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238011.11    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65811.10     | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                                 | Essity AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $299996.04    | 0.00%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |      525000 | PA      | $590147.20    | 0.01%             | 2028-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1400000 | PA      | $1608873.86   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $936406.32    | 0.01%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  5209500000 | PA      | $32380923.37  | 0.30%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $222220.24    | 0.00%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      765000 | PA      | $718118.21    | 0.01%             | 2032-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $1942538.05   | 0.02%             | 2031-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $400573.01    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12930000 | PA      | $15418618.22  | 0.14%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    10380000 | PA      | $12185888.84  | 0.11%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $398111.64    | 0.00%             | 2029-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $520862.80    | 0.00%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $615361.09    | 0.01%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   125750000 | PA      | $727282.25    | 0.01%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $522942.67    | 0.00%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2000000 | PA      | $1591268.38   | 0.01%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140541.61    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1387000 | PA      | $1409451.07   | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      500000 | PA      | $554145.70    | 0.01%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $463260.21    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $105528.70    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $121532.00    | 0.00%             | 2027-11-22      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $564946.40    | 0.01%             | 2030-05-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $459659.00    | 0.00%             | 2029-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $583559.40    | 0.01%             | 2037-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   452500000 | PA      | $67347419.69  | 0.63%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HEXAGON HOUSING ASSOC                                     | Hexagon Housing Association Ltd                                                  | CUSIP: 000000000<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $89304.85     | 0.00%             | 2048-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAU2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148709.14    | 0.00%             | 2034-10-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $558237.85    | 0.01%             | 2034-01-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $358772.73    | 0.00%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1612750000 | PA      | $10384168.39  | 0.10%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $722716.08    | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $119987.66    | 0.00%             | 2042-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      972000 | PA      | $1136349.84   | 0.01%             | 2029-04-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   308100000 | PA      | $1344745.95   | 0.01%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114767.86    | 0.00%             | 2031-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAQ4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $363816.22    | 0.00%             | 2027-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1600000 | PA      | $1791683.11   | 0.02%             | 2040-06-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $576674.87    | 0.01%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $435454.40    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $328360.84    | 0.00%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3620000 | PA      | $3597004.08   | 0.03%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1100000 | PA      | $1193174.16   | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243960.89    | 0.00%             | 2032-12-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $225099.08    | 0.00%             | 2030-04-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $224305.89    | 0.00%             | 2026-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $231168.84    | 0.00%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAC1<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75112.54     | 0.00%             | 2032-09-27      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    91190000 | PA      | $2859739.13   | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1107511.93   | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                   | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $230055.07    | 0.00%             | 2031-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $458780.08    | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $274065.26    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AEGON NV LTD                                              | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |       50000 | PA      | $70188.31     | 0.00%             | 2031-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $606276.76    | 0.01%             | 2033-01-13      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $230192.26    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      310000 | PA      | $166847.96    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $520780.97    | 0.00%             | 2028-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      540000 | PA      | $343580.70    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1516850.57   | 0.01%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                         | Hammerson Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              |  | IE        |      650000 | PA      | $730586.21    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $2417280.32   | 0.02%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   430900000 | PA      | $2953647.63   | 0.03%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $212355.10    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $585401.50    | 0.01%             | 2051-01-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $3937346.38   | 0.04%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $387628.54    | 0.00%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  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      | $232221.97    | 0.00%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     1050000 | PA      | $1174062.92   | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $508631.83    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                   | Romanian Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1300000 | PA      | $1527473.11   | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8157000 | PA      | $5016536.15   | 0.05%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113004.25    | 0.00%             | 2035-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $407686.04    | 0.00%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $444177.37    | 0.00%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $282017.74    | 0.00%             | 2026-04-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $465011.59    | 0.00%             | 2028-05-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1193930.00   | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154646.16    | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $629012.37    | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   460300000 | PA      | $3187269.85   | 0.03%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-52125.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $198125.88    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1194627.66   | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1101756.15   | 0.01%             | 2036-11-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $624571.63    | 0.01%             | 2033-09-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $457535.11    | 0.00%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2430000 | PA      | $1413767.09   | 0.01%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $276474.55    | 0.00%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                                          | Linde Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $660704.57    | 0.01%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229527.21    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $461093.27    | 0.00%             | 2036-01-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $105041.98    | 0.00%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    15140000 | PA      | $16132646.01  | 0.15%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN GAS NETWORKS                                     | Northern Gas Networks Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $277164.09    | 0.00%             | 2033-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $186229.44    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COVIVIO HOTELS SACA                                       | Covivio Hotels SACA                                                              | CUSIP: 000000000<br>LEI: 969500N2QX5LGFFZ0I67 | Long             | DBT              |  | FR        |      300000 | PA      | $352056.61    | 0.00%             | 2033-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1185700000 | PA      | $7391091.22   | 0.07%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1081050000 | PA      | $7287402.28   | 0.07%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $697441.13    | 0.01%             | 2032-01-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144628.64    | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $113544.10    | 0.00%             | 2033-04-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1307000 | PA      | $1005297.52   | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $230757.60    | 0.00%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    16279000 | PA      | $17268713.47  | 0.16%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108297.18    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $507597.60    | 0.00%             | 2033-06-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $457243.18    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228778.35    | 0.00%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $542631.56    | 0.01%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1038371.86   | 0.01%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $299589.32    | 0.00%             | 2034-11-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1205809.41   | 0.01%             | 2028-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   180150000 | PA      | $1236171.09   | 0.01%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $597473.37    | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $171984.17    | 0.00%             | 2040-05-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     4200000 | PA      | $4993115.90   | 0.05%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1260000 | PA      | $1471107.47   | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91198.78     | 0.00%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS INTL LP                                      | Molson Coors International LP                                                    | CUSIP: 000000000<br>LEI: 549300JY2HGCZWKZS671 | Long             | DBT              | CORP              | US        |      200000 | PA      | $144434.08    | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    14130000 | PA      | $1590315.05   | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $256531.27    | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1722000 | PA      | $1242118.78   | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1625050000 | PA      | $10244494.95  | 0.10%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $796529.39    | 0.01%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $105846.25    | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112744.94    | 0.00%             | 2027-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $703658.83    | 0.01%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $466177.47    | 0.00%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $121359.03    | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $226057.60    | 0.00%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1957647.09   | 0.02%             | 2030-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1080000 | PA      | $775398.24    | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $635968.73    | 0.01%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4143230000 | PA      | $2507302.37   | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2100000 | PA      | $1464834.95   | 0.01%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215992.00    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $397282.59    | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $-541567.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $225965.75    | 0.00%             | 2031-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396984.40    | 0.00%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1448000 | PA      | $1643295.48   | 0.02%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURANCE GROUP AG                                  | UNIQA Insurance Group AG                                                         | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $233570.05    | 0.00%             | 2046-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2300000 | PA      | $2770179.64   | 0.03%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5960000 | PA      | $7176058.37   | 0.07%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $700167.59    | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   853400000 | PA      | $5924970.24   | 0.06%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $677393.65    | 0.01%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1452927.19   | 0.01%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      850000 | PA      | $210597.71    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      120000 | PA      | $133648.95    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SBAB BANK AB                                              | SBAB Bank AB                                                                     | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $573454.18    | 0.01%             | 2031-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABA3<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $73482.34     | 0.00%             | 2030-01-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $654686.37    | 0.01%             | 2039-05-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1059472.56   | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $536641.75    | 0.01%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $221612.28    | 0.00%             | 2029-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $131575.06    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR BANK                                     | Lansforsakringar Bank AB                                                         | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $469771.02    | 0.00%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   446300000 | PA      | $2950754.98   | 0.03%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      800000 | PA      | $925593.94    | 0.01%             | 2029-04-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231278.97    | 0.00%             | 2025-12-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   435000000 | PA      | $2354918.51   | 0.02%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $214296.31    | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $328042.39    | 0.00%             | 2029-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $457947.76    | 0.00%             | 2036-01-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $310305.95    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $681245.33    | 0.01%             | 2025-10-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $395183.12    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1153675.83   | 0.01%             | 2027-03-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     3100000 | PA      | $3790621.34   | 0.04%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $220900.87    | 0.00%             | 2028-07-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $799551.39    | 0.01%             | 2029-08-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8000000 | PA      | $1743420.35   | 0.02%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   321600000 | PA      | $1368936.81   | 0.01%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $257789.85    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $26513414.63  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      750000 | PA      | $839914.09    | 0.01%             | 2026-11-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142702.55    | 0.00%             | 2029-10-09      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $301394.66    | 0.00%             | 2034-04-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $820512.32    | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $181579.93    | 0.00%             | 2039-06-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3006249.30   | 0.03%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBT0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108393.98    | 0.00%             | 2026-03-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113053.05    | 0.00%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $560061.82    | 0.01%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1730277.48   | 0.02%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1100000 | PA      | $1325769.48   | 0.01%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAYBANK SINGAPORE LTD                                     | Maybank Singapore Ltd                                                            | CUSIP: 000000000<br>LEI: 549300TVTVALJC1NA695 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $349414.90    | 0.00%             | 2027-06-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $113912.85    | 0.00%             | 2032-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1032551.38   | 0.01%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353239.71    | 0.00%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $797477.26    | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $667243.62    | 0.01%             | 2029-10-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7977000 | PA      | $1728611.27   | 0.02%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    21800000 | PA      | $3282864.48   | 0.03%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $876407.24    | 0.01%             | 2029-04-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $239059.83    | 0.00%             | 2030-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $247984.20    | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $709707.78    | 0.01%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $393835.30    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $654361.23    | 0.01%             | 2028-10-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9110000 | PA      | $6855818.76   | 0.06%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154109.29    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     9210000 | PA      | $1920109.42   | 0.02%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      125000 | PA      | $110266.38    | 0.00%             | 2039-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     5000000 | PA      | $503815.77    | 0.00%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300595.17    | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $148699.21    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      100000 | PA      | $113995.20    | 0.00%             | 2030-06-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PL                                  | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $673045.03    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229903.56    | 0.00%             | 2032-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $607265.02    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $576166.65    | 0.01%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21144000000 | PA      | $1309933.61   | 0.01%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $643766.68    | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4430000 | PA      | $4700575.79   | 0.04%             | 2056-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   294000000 | PA      | $1944557.49   | 0.02%             | 2026-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238248.50    | 0.00%             | 2032-02-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4769000 | PA      | $5262686.75   | 0.05%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      200000 | PA      | $246069.38    | 0.00%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      848000 | PA      | $917875.04    | 0.01%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $195110.21    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $236374.26    | 0.00%             | 2031-09-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $674293.65    | 0.01%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $535283.21    | 0.01%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                                   | MOL Hungarian Oil & Gas PLC                                                      | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |      300000 | PA      | $331531.40    | 0.00%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      400000 | PA      | $451009.47    | 0.00%             | 2032-06-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115751.92    | 0.00%             | 2032-05-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $290878.30    | 0.00%             | 2031-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1430000 | PA      | $1461660.10   | 0.01%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5553000 | PA      | $5548100.86   | 0.05%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PARADIGM HOMES CHARITABL                                  | Paradigm Homes Charitable Housing Association Ltd                                | CUSIP: 000000000<br>LEI: 213800I54XR2I9HM3X58 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121208.04    | 0.00%             | 2044-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2214000 | PA      | $2613399.34   | 0.02%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |     1350000 | PA      | $1538145.14   | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $634174.47    | 0.01%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                     | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      200000 | PA      | $242302.78    | 0.00%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $233683.31    | 0.00%             | 2029-06-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    76600000 | PA      | $10936447.99  | 0.10%             | 2028-06-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115522.83    | 0.00%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1222127.77   | 0.01%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $369400.25    | 0.00%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $785245.61    | 0.01%             | 2035-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $328227.58    | 0.00%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      278000 | PA      | $382050.72    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      800000 | PA      | $956056.17    | 0.01%             | 2028-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $299642.10    | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $299740.48    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $207380.33    | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $461462.61    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $559662.71    | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $143774.04    | 0.00%             | 2026-06-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $717353.02    | 0.01%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $694138.01    | 0.01%             | 2032-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $455582.47    | 0.00%             | 2035-01-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $827203.71    | 0.01%             | 2035-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72206.66     | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $305799.38    | 0.00%             | 2026-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      900000 | PA      | $985822.32    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      100000 | PA      | $113946.34    | 0.00%             | 2025-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2947393.29   | 0.03%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154863.60    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    39940000 | PA      | $1844594.39   | 0.02%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $260799.71    | 0.00%             | 2064-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4552000 | PA      | $1518956.04   | 0.01%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224787.54    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $692308.52    | 0.01%             | 2029-10-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   424590000 | PA      | $1220124.14   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $728349.23    | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $311585.34    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3525800000 | PA      | $22367616.75  | 0.21%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $459177.01    | 0.00%             | 2032-04-16      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $205022.38    | 0.00%             | 2051-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      780000 | PA      | $834158.79    | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $839705.60    | 0.01%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $340259.74    | 0.00%             | 2030-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1034405.20   | 0.01%             | 2037-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $38516.78     | 0.00%             | 2052-11-14      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16140.00     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAE1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $161221.38    | 0.00%             | 2053-07-12      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $945270.24    | 0.01%             | 2030-04-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $457102.79    | 0.00%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      230000 | PA      | $85204.73     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $725008.70    | 0.01%             | 2030-12-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $336347.13    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1250000 | PA      | $1436857.53   | 0.01%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144435.02    | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                       | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68052.44     | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $70129.95     | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1240000 | PA      | $1363997.87   | 0.01%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    16860000 | PA      | $1697262.52   | 0.02%             | 2026-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $479129.16    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1089197.02   | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4600000 | PA      | $2553439.28   | 0.02%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                                       | BCI QuadReal Realty                                                              | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133262.52    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                          | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227658.16    | 0.00%             | 2035-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   205000000 | PA      | $1428561.93   | 0.01%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $504850.50    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75344.86     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1068581.77   | 0.01%             | 2028-06-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $758167.23    | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118078.28    | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $365177.51    | 0.00%             | 2036-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230387.33    | 0.00%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $203894.43    | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      200000 | PA      | $227522.19    | 0.00%             | 2025-11-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $166066.76    | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146690.26    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $514615.66    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $694281.13    | 0.01%             | 2028-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349687.63    | 0.00%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $837130.68    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4828000 | PA      | $1343776.80   | 0.01%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    36550000 | PA      | $5210831.55   | 0.05%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117041.62    | 0.00%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       80000 | PA      | $61788.11     | 0.00%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W7J7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72748.66     | 0.00%             | 2035-01-24      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      462000 | PA      | $526059.75    | 0.00%             | 2027-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $665655.28    | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350750000 | PA      | $1696062.25   | 0.02%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2820000 | PA      | $2743827.55   | 0.03%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450150000 | PA      | $3244398.99   | 0.03%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $348279.16    | 0.00%             | 2032-09-05      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ED SW PLC                                   | National Grid Electricity Distribution South Wales PLC                           | CUSIP: 000000000<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $437453.95    | 0.00%             | 2039-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $623027.41    | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $354213.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $970367.06    | 0.01%             | 2031-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $81428.53     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $125461.28    | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11370000 | PA      | $15197100.26  | 0.14%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6020000 | PA      | $7137486.03   | 0.07%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $373596.92    | 0.00%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $823569.63    | 0.01%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $114744.00    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $646491.79    | 0.01%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3850000 | PA      | $2711618.91   | 0.03%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5118000 | PA      | $5674651.18   | 0.05%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                         | Orbit Capital PLC                                                                | CUSIP: 000000000<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187458.16    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      525000 | PA      | $581278.35    | 0.01%             | 2028-01-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   189800000 | PA      | $1143721.23   | 0.01%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1142068.02   | 0.01%             | 2029-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $442875.17    | 0.00%             | 2037-02-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      200000 | PA      | $236250.25    | 0.00%             | 2033-10-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHARTER HALL LWR LTD                                      | Charter Hall LWR Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 254900TA7FL0KBPZO814 | Long             | DBT              |  | AU        |      100000 | PA      | $60302.27     | 0.00%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $563770.75    | 0.01%             | 2026-10-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114779.81    | 0.00%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $128980.33    | 0.00%             | 2034-10-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1700000 | PA      | $1984864.81   | 0.02%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $568082.98    | 0.01%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $208351.82    | 0.00%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $727059.08    | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $463047.87    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    19123000 | PA      | $21044024.25  | 0.20%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $215262.76    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $415750.66    | 0.00%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FJ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $278897.41    | 0.00%             | 2028-09-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $464651.59    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      480000 | PA      | $550042.38    | 0.01%             | 2026-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $113335.87    | 0.00%             | 2034-08-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $518376.89    | 0.00%             | 2032-05-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117030.59    | 0.00%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $763105.87    | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 58031000000 | PA      | $3786194.10   | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $531128.67    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $341112.42    | 0.00%             | 2030-11-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $887704.85    | 0.01%             | 2079-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $337173.95    | 0.00%             | 2083-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      795000 | PA      | $1122490.16   | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $567912.20    | 0.01%             | 2032-04-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $346664.05    | 0.00%             | 2031-01-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TC DUDGEON OFTO PLC                                       | TC Dudgeon Ofto PLC                                                              | CUSIP: 000000000<br>LEI: 213800XMRT4PFW52JR39 | Long             | DBT              | CORP              | GB        |       82008 | PA      | $93147.56     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $527386.90    | 0.00%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6767000 | PA      | $8402204.72   | 0.08%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1536000 | PA      | $1640265.15   | 0.02%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $289537.63    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2750000 | PA      | $3286446.51   | 0.03%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $472895.86    | 0.00%             | 2033-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $848584.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $372647.60    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $593733.90    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $90806.71     | 0.00%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $551207.39    | 0.01%             | 2027-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      500000 | PA      | $581407.62    | 0.01%             | 2033-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   128320000 | PA      | $18598631.12  | 0.17%             | 2034-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14668000 | PA      | $16358998.84  | 0.15%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $457970.29    | 0.00%             | 2029-12-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Oxford                                      | University of Oxford                                                             | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $213840.52    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $412850.88    | 0.00%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1400000 | PA      | $1711859.08   | 0.02%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $608722.73    | 0.01%             | 2026-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $290714.64    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $331537.45    | 0.00%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   324240000 | PA      | $811969.29    | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $224194.24    | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $446987.84    | 0.00%             | 2027-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340385.89    | 0.00%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146556.34    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2250000 | PA      | $2111854.94   | 0.02%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118719.20    | 0.00%             | 2032-06-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241390.23    | 0.00%             | 2028-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $281912.09    | 0.00%             | 2026-09-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3060000 | PA      | $3455189.50   | 0.03%             | 2027-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $464901.42    | 0.00%             | 2029-04-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113210.16    | 0.00%             | 2030-07-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $536196.26    | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343480.82    | 0.00%             | 2030-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $516289.76    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1200000 | PA      | $1398859.84   | 0.01%             | 2029-05-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2705000 | PA      | $1560633.18   | 0.01%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $513897.88    | 0.00%             | 2035-07-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $340931.90    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $112184.52    | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3564608.29   | 0.03%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                     | GELF Bond Issuer I SA                                                            | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |      650000 | PA      | $686362.42    | 0.01%             | 2029-07-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                                  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115728.21    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      923000 | PA      | $913778.95    | 0.01%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $574316.13    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   738950000 | PA      | $4931298.35   | 0.05%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1404441.42   | 0.01%             | 2028-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7770000 | PA      | $1812943.95   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $393387.16    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $150731.15    | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $700498.29    | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WHG TREASURY PLC                                          | WHG Treasury PLC                                                                 | CUSIP: 000000000<br>LEI: 984500477D9DBB3BD757 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105972.14    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $409235.25    | 0.00%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $115693.36    | 0.00%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $465235.52    | 0.00%             | 2038-10-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $320248.61    | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                     | London Power Networks PLC                                                        | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228726.39    | 0.00%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $242450.93    | 0.00%             | 2029-06-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                  | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $234614.49    | 0.00%             | 2029-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $296930.73    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       40000 | PA      | $53105.46     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1086621.79   | 0.01%             | 2029-01-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      430000 | PA      | $486891.06    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $197855.40    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    33000000 | PA      | $4655354.76   | 0.04%             | 2026-08-04      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $320414.99    | 0.00%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      500000 | PA      | $576814.02    | 0.01%             | 2032-05-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8629000 | PA      | $11941183.71  | 0.11%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1008122.05   | 0.01%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $980634.14    | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $351865.62    | 0.00%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      400000 | PA      | $461615.19    | 0.00%             | 2032-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1551000 | PA      | $1826513.05   | 0.02%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148789.43    | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4454000 | PA      | $2933525.10   | 0.03%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $340874.23    | 0.00%             | 2032-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      397000 | PA      | $438514.84    | 0.00%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      350000 | PA      | $410652.61    | 0.00%             | 2028-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1051000 | PA      | $1183683.06   | 0.01%             | 2028-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $809905.10    | 0.01%             | 2029-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 2 PLC                                     | THFC Funding No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 2138009P1ZT8JPYGUB82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $351140.72    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      950000 | PA      | $1105063.39   | 0.01%             | 2028-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                     | Heathrow Funding Ltd.                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $121983.78    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    74230000 | PA      | $2306025.16   | 0.02%             | 2027-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       21000 | PA      | $22730.40     | 0.00%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      700000 | PA      | $637492.34    | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1222694.73   | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $587544.34    | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $668707.24    | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $797077.57    | 0.01%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AGJ9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144258.01    | 0.00%             | 2026-08-18      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                                  | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $232352.94    | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4700000 | PA      | $3144684.18   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty. Ltd.            | Australia Pacific Airports Melbourne Pty. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $241142.24    | 0.00%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $199494.05    | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $510066.65    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $234114.70    | 0.00%             | 2027-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $720316.93    | 0.01%             | 2029-09-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6303000 | PA      | $4726127.75   | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $129303.03    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $264038.47    | 0.00%             | 2036-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $106551.11    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $196795.97    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $403319.27    | 0.00%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $559288.45    | 0.01%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1163159.54   | 0.01%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226732.15    | 0.00%             | 2033-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    57000000 | PA      | $3027506.07   | 0.03%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $284504.04    | 0.00%             | 2030-08-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $683659.11    | 0.01%             | 2025-09-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $775277.55    | 0.01%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1069949.44   | 0.01%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $732534.92    | 0.01%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $4483490.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $683733.81    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    53797000 | PA      | $2610596.54   | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      350000 | PA      | $286397.13    | 0.00%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   839350000 | PA      | $4760897.01   | 0.04%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1320512.36   | 0.01%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112460.31    | 0.00%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $367291.88    | 0.00%             | 2036-03-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2450000 | PA      | $1627370.11   | 0.02%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $613450.62    | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      240000 | PA      | $322487.05    | 0.00%             | 2029-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $610013.64    | 0.01%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    34550000 | PA      | $244699.43    | 0.00%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219235.24    | 0.00%             | 2032-04-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193819.39    | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      600000 | PA      | $641808.15    | 0.01%             | 2030-06-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1179200000 | PA      | $7427712.07   | 0.07%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $405858.54    | 0.00%             | 2026-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $455923.65    | 0.00%             | 2032-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $341973.72    | 0.00%             | 2030-01-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZE7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $368280.15    | 0.00%             | 2026-06-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $329855.71    | 0.00%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAM4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144404.27    | 0.00%             | 2025-11-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      180000 | PA      | $185761.35    | 0.00%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $422462.25    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1640000 | PA      | $2093872.49   | 0.02%             | 2026-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145047.49    | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $132255.50    | 0.00%             | 2038-07-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $253609.46    | 0.00%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     7559420 | PA      | $9188695.24   | 0.09%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $96062.67     | 0.00%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1280000 | PA      | $1443846.72   | 0.01%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      350000 | PA      | $389301.48    | 0.00%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2700000 | PA      | $1813906.67   | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222520.03    | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      960000 | PA      | $528895.26    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10000000 | PA      | $2795047.11   | 0.03%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349283.44    | 0.00%             | 2034-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2718000 | PA      | $3035620.58   | 0.03%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237560.13    | 0.00%             | 2031-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $110224.07    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $582344.02    | 0.01%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346254.45    | 0.00%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36765000 | PA      | $1134880.92   | 0.01%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   395000000 | PA      | $430331.32    | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $560513.79    | 0.01%             | 2028-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1652550000 | PA      | $10481961.15  | 0.10%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $451178.16    | 0.00%             | 2028-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      499000 | PA      | $339601.25    | 0.00%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $116011.09    | 0.00%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     3950000 | PA      | $4094366.53   | 0.04%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4510000 | PA      | $3135857.75   | 0.03%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2500000 | PA      | $642884.54    | 0.01%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      675000 | PA      | $771599.78    | 0.01%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    63662000 | PA      | $2791977.17   | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    27000000 | PA      | $4084129.63   | 0.04%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $301209.08    | 0.00%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                              | TSB Bank PLC                                                                     | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1139322.13   | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228438.34    | 0.00%             | 2030-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    87100000 | PA      | $12280323.92  | 0.12%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $345925.80    | 0.00%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   110700000 | PA      | $16010050.72  | 0.15%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      800000 | PA      | $949060.39    | 0.01%             | 2029-06-08      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $595523.46    | 0.01%             | 2031-12-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2036000 | PA      | $2354467.43   | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $228159.22    | 0.00%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $113816.19    | 0.00%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      570000 | PA      | $407196.93    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231349.19    | 0.00%             | 2035-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   183850000 | PA      | $1266844.87   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BU6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $144964.94    | 0.00%             | 2032-03-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119770.37    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    16990000 | PA      | $15575416.16  | 0.15%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1516555.62   | 0.01%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   694250000 | PA      | $3924501.33   | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3451000 | PA      | $3902038.22   | 0.04%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10700000 | PA      | $1508920.62   | 0.01%             | 2026-09-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $299643.26    | 0.00%             | 2032-08-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     5080000 | PA      | $3172836.10   | 0.03%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1305607.93   | 0.01%             | 2030-05-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2500000 | PA      | $2484567.05   | 0.02%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $366390.83    | 0.00%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1055652.18   | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC BNK CAO FND STER 1                                   | HSBC Bank Capital Funding Sterling 1 LP                                          | CUSIP: 000000000<br>LEI: 2138007XGRZME1ZCTY76 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $483393.22    | 0.00%             | 2031-11-05      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35000000 | PA      | $5087027.36   | 0.05%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1370450000 | PA      | $8782339.71   | 0.08%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1266463.54   | 0.01%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1176123.01   | 0.01%             | 2028-11-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      622000 | PA      | $651160.70    | 0.01%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $609619.69    | 0.01%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348296.41    | 0.00%             | 2036-05-06      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7386000 | PA      | $5872643.65   | 0.06%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      150000 | PA      | $200700.58    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $109457.82    | 0.00%             | 2052-01-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    13310000 | PA      | $8826183.67   | 0.08%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2283000 | PA      | $2098033.05   | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114088.99    | 0.00%             | 2036-01-19      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $94810.64     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2968856.51   | 0.03%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2300000 | PA      | $1634479.37   | 0.02%             | 2034-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $681100.96    | 0.01%             | 2033-05-22      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238683.72    | 0.00%             | 2034-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $212540.01    | 0.00%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      530000 | PA      | $545014.42    | 0.01%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1341000 | PA      | $1588521.79   | 0.01%             | 2026-07-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $168230.65    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9305000 | PA      | $10416077.24  | 0.10%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $259026.23    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $177487.15    | 0.00%             | 2036-08-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2410000 | PA      | $2773628.64   | 0.03%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $446024.19    | 0.00%             | 2027-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CRH Finance DAC                                           | CRH Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 549300C4ROP5J6I59W35 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $328602.54    | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833BJ8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $254626.26    | 0.00%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $112071.90    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                 | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $35963.97     | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      190000 | PA      | $216944.22    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co.                                             | Coca-Cola Co.                                                                    | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      676000 | PA      | $707821.60    | 0.01%             | 2029-03-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                     | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $211992.76    | 0.00%             | 2031-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $914210.25    | 0.01%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $214998.00    | 0.00%             | 2032-05-03      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $51968.22     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| WERFEN SA/SPAIN                                           | Werfen SA/Spain                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119336.19    | 0.00%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204682.08    | 0.00%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $343784.86    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   490100000 | PA      | $3365402.95   | 0.03%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $337302.18    | 0.00%             | 2032-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $725411.26    | 0.01%             | 2030-06-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $115004.67    | 0.00%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1030000 | PA      | $574308.80    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $338919.52    | 0.00%             | 2031-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $346980.31    | 0.00%             | 2027-02-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                        | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $511684.88    | 0.00%             | 2026-07-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $728765.99    | 0.01%             | 2028-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112523.03    | 0.00%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | Emerson Electric Co                                                              | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $283707.73    | 0.00%             | 2037-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5020000 | PA      | $3573164.12   | 0.03%             | 2030-06-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      960000 | PA      | $1095525.39   | 0.01%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213279.40    | 0.00%             | 2030-04-08      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5350000 | PA      | $6027073.12   | 0.06%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      475000 | PA      | $452123.57    | 0.00%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    51900000 | PA      | $7322950.52   | 0.07%             | 2027-01-27      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109495.25    | 0.00%             | 2036-03-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1094688.28   | 0.01%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1022889.75   | 0.01%             | 2031-11-28      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1350000 | PA      | $1424344.69   | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $794486.72    | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $472550.34    | 0.00%             | 2029-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6097000 | PA      | $6439965.41   | 0.06%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349707.68    | 0.00%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227420.03    | 0.00%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      400000 | PA      | $422908.88    | 0.00%             | 2029-06-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $426975.01    | 0.00%             | 2032-06-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $735467.51    | 0.01%             | 2031-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $287280.02    | 0.00%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $228259.63    | 0.00%             | 2025-09-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SG LT                                  | Standard Chartered Bank Singapore Ltd                                            | CUSIP: 000000000<br>LEI: 549300MDYVVHJ8D1DW28 | Long             | DBT              | CORP              | SG        |      350000 | PA      | $406322.68    | 0.00%             | 2027-05-28      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $569038.62    | 0.01%             | 2029-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      250000 | PA      | $274928.28    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $128743.25    | 0.00%             | 2033-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1140953.48   | 0.01%             | 2040-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1060000 | PA      | $692823.86    | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114428.18    | 0.00%             | 2029-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5977000 | PA      | $7400897.44   | 0.07%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4483365.39   | 0.04%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2417000 | PA      | $2663784.45   | 0.03%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5700000 | PA      | $532364.60    | 0.01%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     5942000 | PA      | $3740555.17   | 0.04%             | 2029-08-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1621000 | PA      | $959240.16    | 0.01%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $791812.72    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $114854.83    | 0.00%             | 2035-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    17715000 | PA      | $20484253.83  | 0.19%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1108149.41   | 0.01%             | 2027-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      800000 | PA      | $897955.54    | 0.01%             | 2027-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131599.73    | 0.00%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $317936.70    | 0.00%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226794.06    | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      319000 | PA      | $414971.59    | 0.00%             | 2033-03-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $342230.11    | 0.00%             | 2031-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $298210.67    | 0.00%             | 2035-09-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $341729.09    | 0.00%             | 2036-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $273269.70    | 0.00%             | 2032-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $324705.82    | 0.00%             | 2028-05-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BX0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149470.60    | 0.00%             | 2029-06-27      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     3570000 | PA      | $4000545.73   | 0.04%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $619226.19    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3028000 | PA      | $2121104.19   | 0.02%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1430952.63   | 0.01%             | 2029-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $917512.53    | 0.01%             | 2033-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      465000 | PA      | $635565.74    | 0.01%             | 2033-11-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings, Inc.                                    | MMS USA Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $315671.20    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $301088.84    | 0.00%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141777.27    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $289085.48    | 0.00%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14090800000 | PA      | $11221745.88  | 0.11%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    35000000 | PA      | $5009155.19   | 0.05%             | 2028-02-06      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2799720000 | PA      | $2016682.33   | 0.02%             | 2025-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAGAX EURO MTN                                            | Sagax Euro Mtn NL BV                                                             | CUSIP: 000000000<br>LEI: 549300M3FFATWSV78G84 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $325853.59    | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $365279.78    | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347225.36    | 0.00%             | 2028-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2630000 | PA      | $1601410.02   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $210558.53    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                              | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $741225.96    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $689074.48    | 0.01%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3268000 | PA      | $3536864.27   | 0.03%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $782362.86    | 0.01%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $96372.05     | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1108500000 | PA      | $7239186.64   | 0.07%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $690672.38    | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   320000000 | PA      | $2085545.70   | 0.02%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $93735.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $101190.94    | 0.00%             | 2035-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226752.50    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $335608.57    | 0.00%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   205700000 | PA      | $1411092.63   | 0.01%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2310763.04   | 0.02%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $214284.35    | 0.00%             | 2028-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223396.84    | 0.00%             | 2026-09-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      875000 | PA      | $999372.71    | 0.01%             | 2031-09-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     4350000 | PA      | $2697144.31   | 0.03%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $188589.11    | 0.00%             | 2038-08-14      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $425132.70    | 0.00%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $724826.93    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    44520000 | PA      | $2021205.33   | 0.02%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1453439.46   | 0.01%             | 2035-02-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1060519.85   | 0.01%             | 2037-03-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227952.89    | 0.00%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $397752.42    | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    15740000 | PA      | $3880926.22   | 0.04%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $464070.12    | 0.00%             | 2027-07-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABBOTT IRELAND FINANCING                                  | Abbott Ireland Financing DAC                                                     | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $566378.80    | 0.01%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96202.29     | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $607098.77    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1170000000 | PA      | $7521464.48   | 0.07%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $281465.92    | 0.00%             | 2032-02-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1453722.65   | 0.01%             | 2033-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                           | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $417899.75    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $88883.88     | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $359982.05    | 0.00%             | 2031-01-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      294000 | PA      | $329878.96    | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355390.17    | 0.00%             | 2034-02-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $894076.02    | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $445168.37    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $333689.52    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $384377.12    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $580662.32    | 0.01%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $577773.78    | 0.01%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $709688.48    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117089.28    | 0.00%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2030000 | PA      | $810090.05    | 0.01%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ATLAS COPCO FINANCE                                       | Atlas Copco Finance DAC                                                          | CUSIP: 000000000<br>LEI: 549300ZF2VKZ1G5T2U85 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $228746.27    | 0.00%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $248251.85    | 0.00%             | 2034-02-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     1350000 | PA      | $1531087.95   | 0.01%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $5820157.10   | 0.05%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $324651.27    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      525000 | PA      | $576118.62    | 0.01%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $814313.04    | 0.01%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   712200000 | PA      | $4420997.18   | 0.04%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3590000 | PA      | $4138168.25   | 0.04%             | 2032-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $219730.57    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      600000 | PA      | $737891.46    | 0.01%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2930000 | PA      | $3270787.86   | 0.03%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      550000 | PA      | $613320.18    | 0.01%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      600000 | PA      | $667193.43    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1842950000 | PA      | $12178003.52  | 0.11%             | 2026-10-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    97000000 | PA      | $656319.07    | 0.01%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   332450000 | PA      | $2318112.28   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $827788.37    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      591000 | PA      | $673216.15    | 0.01%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113500.18    | 0.00%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      175000 | PA      | $200200.34    | 0.00%             | 2030-08-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4754340 | PA      | $4425675.57   | 0.04%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $61323.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $794697.35    | 0.01%             | 2035-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $554286.85    | 0.01%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $103343.69    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1045000 | PA      | $1573897.09   | 0.01%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAE2<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $123075.35    | 0.00%             | 2046-04-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      650000 | PA      | $766625.67    | 0.01%             | 2026-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1147932.77   | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $470002.52    | 0.00%             | 2030-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $291877.30    | 0.00%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $580662.66    | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $380750.51    | 0.00%             | 2039-06-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111968.77    | 0.00%             | 2036-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $344193.50    | 0.00%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1350000 | PA      | $845802.54    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                          | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      260000 | PA      | $287422.89    | 0.00%             | 2030-05-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2000000 | PA      | $978543.25    | 0.01%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1974000 | PA      | $2314053.45   | 0.02%             | 2028-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $413552.94    | 0.00%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $326252.15    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $771726.55    | 0.01%             | 2027-08-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1481793.82   | 0.01%             | 2032-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $169087.67    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $415570.55    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $930416.12    | 0.01%             | 2031-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      100000 | PA      | $113707.87    | 0.00%             | 2032-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      650000 | PA      | $744901.03    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5702000 | PA      | $7660107.52   | 0.07%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    10684000 | PA      | $10808495.71  | 0.10%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $115445.30    | 0.00%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      920000 | PA      | $1004134.54   | 0.01%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $229918.09    | 0.00%             | 2049-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $338124.13    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2193000 | PA      | $2472412.63   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $902016.82    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $564038.52    | 0.01%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1325692.65   | 0.01%             | 2029-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $455363.10    | 0.00%             | 2032-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $741554.29    | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $774812.99    | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1816887.18   | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8783000 | PA      | $9120933.75   | 0.09%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      550000 | PA      | $610794.08    | 0.01%             | 2028-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CEPSA FINANCE SA                                          | Cepsa Finance SA                                                                 | CUSIP: 000000000<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1303195.27   | 0.01%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $222772.63    | 0.00%             | 2028-04-29      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 009158BE5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      500000 | PA      | $489499.90    | 0.00%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $67815.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138960.81    | 0.00%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $110023.48    | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      150000 | PA      | $169219.96    | 0.00%             | 2031-08-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAX9<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $189802.03    | 0.00%             | 2054-01-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232941.20    | 0.00%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2050437.41   | 0.02%             | 2030-02-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3965375.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DG3<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $142261.25    | 0.00%             | 2035-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $995580.23    | 0.01%             | 2030-12-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    16970000 | PA      | $12019011.19  | 0.11%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HOUSING AUSTRALIA                                         | Housing Australia                                                                | CUSIP: 000000000<br>LEI: 254900BEME245Y10BH15 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $286810.45    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5755000 | PA      | $1206443.96   | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1040600000 | PA      | $6799539.38   | 0.06%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347271.10    | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 63069000000 | PA      | $3912089.20   | 0.04%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1876329.41   | 0.02%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $448353.67    | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228443.69    | 0.00%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1020000 | PA      | $1081557.41   | 0.01%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1149864.70   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   352700000 | PA      | $1783937.21   | 0.02%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $114818.42    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $363210.34    | 0.00%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-20982.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8399620000 | PA      | $6098094.14   | 0.06%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1020700000 | PA      | $6311242.40   | 0.06%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398523.25    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $115232.87    | 0.00%             | 2033-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3000000 | PA      | $3678896.28   | 0.03%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18550000 | PA      | $2657817.84   | 0.02%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1900000 | PA      | $1226640.24   | 0.01%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $584132.75    | 0.01%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $616784.60    | 0.01%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $859504.00    | 0.01%             | 2033-04-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227280.82    | 0.00%             | 2037-06-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      634000 | PA      | $739526.92    | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3566000 | PA      | $2711668.70   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132495.41    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     4690000 | PA      | $5355634.40   | 0.05%             | 2028-08-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $469861.97    | 0.00%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368L5G7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $446261.75    | 0.00%             | 2029-07-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12233000 | PA      | $8729783.72   | 0.08%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $686324.80    | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $349471.75    | 0.00%             | 2031-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $234341.03    | 0.00%             | 2027-11-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMPLIUS LIVING                                            | Amplius Living                                                                   | CUSIP: 000000000<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $90677.74     | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      450000 | PA      | $517258.77    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $943608.15    | 0.01%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      392000 | PA      | $364865.87    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1138858.06   | 0.01%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225070.57    | 0.00%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                    | City of Toronto Canada                                                           | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $55890.91     | 0.00%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $474645.24    | 0.00%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $209238.55    | 0.00%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $306499.60    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA FINANCI SA                                  | Red Electrica Financiaciones SA                                                  | CUSIP: 000000000<br>LEI: 9598006P00EGK6U2SG18 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $224567.87    | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $458159.62    | 0.00%             | 2044-03-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      300000 | PA      | $326280.92    | 0.00%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $209612.88    | 0.00%             | 2030-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $819870.21    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $483363.03    | 0.00%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $177995.16    | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $203922.30    | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $149049.96    | 0.00%             | 2031-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     1200000 | PA      | $1364690.68   | 0.01%             | 2030-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1555000 | PA      | $1926781.87   | 0.02%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOUVELLE AUTO 30 FINANCE                                  | Nouvelle Autoroute 30 Financement Inc                                            | CUSIP: 66980CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      126466 | PA      | $89187.98     | 0.00%             | 2033-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $271810.74    | 0.00%             | 2031-08-28      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $238388.24    | 0.00%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $491273.28    | 0.00%             | 2028-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $293775.89    | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $396940.63    | 0.00%             | 2028-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1261942.00   | 0.01%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $109214.78    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                       | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1117833.70   | 0.01%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $405787.51    | 0.00%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $246123.43    | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE EUROPE BV                                   | Bunge Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 549300BIPDLRC1B3OO64 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $324037.11    | 0.00%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6840000 | PA      | $1666450.47   | 0.02%             | 2040-07-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $913958.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $166101.45    | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $382181.71    | 0.00%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $824297.89    | 0.01%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $669480.93    | 0.01%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3800000 | PA      | $4420561.14   | 0.04%             | 2026-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    52850000 | PA      | $7721370.38   | 0.07%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   494750000 | PA      | $3277670.85   | 0.03%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      500000 | PA      | $510014.82    | 0.00%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1059941.66   | 0.01%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1183028.72   | 0.01%             | 2032-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115854.96    | 0.00%             | 2031-03-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $253484.09    | 0.00%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $974048.49    | 0.01%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291122.40    | 0.00%             | 2032-05-03      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   223210000 | PA      | $7576092.80   | 0.07%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5347000 | PA      | $6606862.61   | 0.06%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $747915.17    | 0.01%             | 2029-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $338986.53    | 0.00%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GR2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $360755.76    | 0.00%             | 2025-08-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $790190.16    | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1400000 | PA      | $1590016.67   | 0.01%             | 2032-02-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4535000 | PA      | $6069883.79   | 0.06%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBL7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72302.96     | 0.00%             | 2032-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $242005.05    | 0.00%             | 2028-11-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $261309.36    | 0.00%             | 2025-12-15      | Fixed         | 1.25%                 | 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      | $113345.51    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5409000 | PA      | $5891605.99   | 0.06%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5388000 | PA      | $6084903.47   | 0.06%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    10540000 | PA      | $2773493.52   | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARTNERRE IRELAND FINANC                                  | PartnerRe Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 54930031Y2QTHTYUHU14 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $338391.17    | 0.00%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $334849.50    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $268100.01    | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                     | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $513322.61    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142814.25    | 0.00%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3756185.75   | 0.04%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $532589.25    | 0.01%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     2500000 | PA      | $2886048.01   | 0.03%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      390000 | PA      | $421475.88    | 0.00%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   593450000 | PA      | $1779339.09   | 0.02%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $131193.76    | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $133399.18    | 0.00%             | 2030-10-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $507476.92    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2991000 | PA      | $3557186.29   | 0.03%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |    11313000 | PA      | $13563461.90  | 0.13%             | 2034-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $169146.79    | 0.00%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      100000 | PA      | $102406.56    | 0.00%             | 2032-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $285186.57    | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $288063.35    | 0.00%             | 2028-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1133997.17   | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $329087.74    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $275441.91    | 0.00%             | 2028-06-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113289.67    | 0.00%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2478910 | PA      | $2790532.51   | 0.03%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                           | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      200000 | PA      | $219838.90    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $130060.59    | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1067570.25   | 0.01%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $611647.95    | 0.01%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CASH MANAGEME                                  | John Deere Cash Management SARL                                                  | CUSIP: 000000000<br>LEI: 54930045CRYTH0OUOH72 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $378378.14    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1077700.40   | 0.01%             | 2029-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    22000000 | PA      | $3104515.12   | 0.03%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      650000 | PA      | $630674.79    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $168568.55    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $225874.76    | 0.00%             | 2026-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1165992.38   | 0.01%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5881000 | PA      | $6298245.15   | 0.06%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $668709.92    | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                                   | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |      136000 | PA      | $144367.80    | 0.00%             | 2056-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $472938.57    | 0.00%             | 2043-09-05      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $163256.99    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3080000 | PA      | $1185995.81   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     1000000 | PA      | $1164237.82   | 0.01%             | 2029-09-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1200000 | PA      | $1406133.62   | 0.01%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1160688.62   | 0.01%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1352525.61   | 0.01%             | 2031-10-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $180072.93    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $245475.82    | 0.00%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    13599000 | PA      | $15489913.44  | 0.15%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      920000 | PA      | $661721.97    | 0.01%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $196504.92    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $530184.01    | 0.00%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $413794.63    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $113823.21    | 0.00%             | 2038-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR BANK SA                                         | Euroclear Bank SA                                                                | CUSIP: 000000000<br>LEI: 549300OZ46BRLZ8Y6F65 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $583147.76    | 0.01%             | 2027-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $343157.96    | 0.00%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $1000791.32   | 0.01%             | 2029-08-23      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $350496.75    | 0.00%             | 2028-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $384204.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $312364.22    | 0.00%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $695802.27    | 0.01%             | 2026-08-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $335717.93    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $404311.55    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $431774.11    | 0.00%             | 2034-02-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $781162.76    | 0.01%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      250000 | PA      | $319590.47    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      687000 | PA      | $766139.09    | 0.01%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $153207.69    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $168267.47    | 0.00%             | 2048-09-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2640000 | PA      | $1418103.04   | 0.01%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $477551.37    | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |      200000 | PA      | $219077.55    | 0.00%             | 2028-04-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                               | BSK 1818 AG                                                                      | CUSIP: 000000000<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $354514.41    | 0.00%             | 2028-11-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $251244.14    | 0.00%             | 2030-10-11      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5753000 | PA      | $6052840.42   | 0.06%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $84570.92     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $769673.05    | 0.01%             | 2027-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1273000 | PA      | $809429.64    | 0.01%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115766.50    | 0.00%             | 2029-07-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     3000000 | PA      | $3463661.05   | 0.03%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $219589.88    | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1011929.47   | 0.01%             | 2027-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $194750.33    | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $104501.92    | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2421000 | PA      | $1956080.07   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   730550000 | PA      | $3800629.50   | 0.04%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $473722.39    | 0.00%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $282302.45    | 0.00%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113572.63    | 0.00%             | 2036-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CWY9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $362651.69    | 0.00%             | 2033-01-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CLOSE BROTHERS FIN PLC                                    | Close Brothers Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110085.71    | 0.00%             | 2030-12-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CA9<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $436548.04    | 0.00%             | 2029-10-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1362250000 | PA      | $8920313.00   | 0.08%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $557472.23    | 0.01%             | 2032-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $323506.62    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |     2000000 | PA      | $2670323.20   | 0.03%             | 2027-11-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $807878.97    | 0.01%             | 2027-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $105042.73    | 0.00%             | 2030-01-06      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $525261.03    | 0.00%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $490465.20    | 0.00%             | 2030-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1395256.49   | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117576.58    | 0.00%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $262027.45    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    86000000 | PA      | $12292470.48  | 0.12%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235722.16    | 0.00%             | 2029-08-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      824000 | PA      | $1125460.87   | 0.01%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133547.38    | 0.00%             | 2029-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                  | Andorra International Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      100000 | PA      | $101945.16    | 0.00%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $338967.85    | 0.00%             | 2026-04-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141739.90    | 0.00%             | 2030-02-01      | Fixed         | 3.31%                 | 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      | $349887.32    | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $414367.52    | 0.00%             | 2029-11-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $435347.75    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8919000 | PA      | $9954875.01   | 0.09%             | 2026-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1163617.29   | 0.01%             | 2030-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12200000 | PA      | $2156953.25   | 0.02%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $467209.39    | 0.00%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $444865.93    | 0.00%             | 2031-12-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $592596.63    | 0.01%             | 2028-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2770000 | PA      | $3183371.11   | 0.03%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11100000000 | PA      | $8157708.24   | 0.08%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6225000 | PA      | $3758886.45   | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $282068.06    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7934400000 | PA      | $5690612.73   | 0.05%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $401439.84    | 0.00%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $423216.28    | 0.00%             | 2040-10-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $629660.06    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $165958.77    | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5794294 | PA      | $3476189.66   | 0.03%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3735000 | PA      | $4389942.14   | 0.04%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $835605.15    | 0.01%             | 2033-04-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $236408.86    | 0.00%             | 2037-03-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230264.13    | 0.00%             | 2026-03-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $284410.47    | 0.00%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119702.73    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $847818.89    | 0.01%             | 2032-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149668.69    | 0.00%             | 2034-07-03      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12868000 | PA      | $15976203.42  | 0.15%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $269573.86    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $327943.76    | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1083488.30   | 0.01%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $564819.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $697465.03    | 0.01%             | 2032-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $587859.06    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      550000 | PA      | $595875.25    | 0.01%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111959.88    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113202.51    | 0.00%             | 2028-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   398100000 | PA      | $58169786.55  | 0.55%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AN5<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $112192.04    | 0.00%             | 2034-06-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $833991.04    | 0.01%             | 2030-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $367393.57    | 0.00%             | 2035-02-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344915.10    | 0.00%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $153414.54    | 0.00%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1099516.87   | 0.01%             | 2028-03-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    75000000 | PA      | $3614126.36   | 0.03%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $461796.56    | 0.00%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                  | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AC6<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146469.57    | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      400000 | PA      | $446658.31    | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222383.56    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      425000 | PA      | $458335.26    | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143181.91    | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114663.14    | 0.00%             | 2033-08-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Republic Of Kazakhstan                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $96718.04     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $219793.24    | 0.00%             | 2082-03-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $224691.03    | 0.00%             | 2081-03-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $296069.15    | 0.00%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1350265.44   | 0.01%             | 2034-11-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $217545.26    | 0.00%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      560000 | PA      | $710618.82    | 0.01%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $348715.76    | 0.00%             | 2030-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   437500000 | PA      | $1661344.51   | 0.02%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224529.23    | 0.00%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $287044.28    | 0.00%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      247000 | PA      | $280564.52    | 0.00%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $340407.04    | 0.00%             | 2031-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $568571.77    | 0.01%             | 2027-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1264722.55   | 0.01%             | 2032-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $283441.90    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235134.79    | 0.00%             | 2035-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                       | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $578816.42    | 0.01%             | 2028-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      600000 | PA      | $698414.08    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      250000 | PA      | $311440.41    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4523980000 | PA      | $3075495.20   | 0.03%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    22000000 | PA      | $4125933.72   | 0.04%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $352884.34    | 0.00%             | 2036-08-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6024000 | PA      | $7152080.14   | 0.07%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $783440.49    | 0.01%             | 2035-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1153787.02   | 0.01%             | 2029-01-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING NV                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $100491.24    | 0.00%             | 2051-06-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5160000 | PA      | $6287971.87   | 0.06%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $81673.87     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $221398.70    | 0.00%             | 2036-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1175685.39   | 0.01%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $953047.07    | 0.01%             | 2028-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4972000 | PA      | $6152837.22   | 0.06%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $205399.64    | 0.00%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $76504.35     | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $361749.66    | 0.00%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SOUTH E POWER NETWORKS                                    | South Eastern Power Networks PLC                                                 | CUSIP: 000000000<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1096909.64   | 0.01%             | 2030-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6400000 | PA      | $1611101.71   | 0.02%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      600000 | PA      | $413908.66    | 0.00%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                         | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $459755.10    | 0.00%             | 2027-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBN3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71185.15     | 0.00%             | 2055-06-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $292264.37    | 0.00%             | 2031-10-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $368823.96    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                        | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |      300000 | PA      | $354483.32    | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $588629.73    | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                  | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224044.14    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $494535.64    | 0.00%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $417588.41    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $170860.01    | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAE7<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70439.54     | 0.00%             | 2055-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $163949.68    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $3410720.20   | 0.03%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $190865.61    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132730.15    | 0.00%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1066484.92   | 0.01%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3013140000 | PA      | $2131529.57   | 0.02%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $401868.50    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $498988.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240051.50    | 0.00%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $290444.17    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAN2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76123.24     | 0.00%             | 2031-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $167241.25    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      335000 | PA      | $116734.51    | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $161017.28    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| H&M Finance BV                                            | H&M Finance BV                                                                   | CUSIP: 000000000<br>LEI: 25490079TX62U2IW2D78 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $154444.15    | 0.00%             | 2029-08-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $878850.77    | 0.01%             | 2028-10-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $576918.42    | 0.01%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $571562.47    | 0.01%             | 2035-07-02      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $244347.26    | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      583000 | PA      | $700541.44    | 0.01%             | 2031-01-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113225.90    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $414888.19    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $249467.41    | 0.00%             | 2033-10-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $242386.34    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113617.90    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      580000 | PA      | $648667.04    | 0.01%             | 2036-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1498550000 | PA      | $9958378.01   | 0.09%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351366.69    | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $592378.92    | 0.01%             | 2032-03-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                                  | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $100226.98    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $779679.00    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $125946.70    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12780000 | PA      | $9563204.45   | 0.09%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATCO LTD                                                  | Atco Ltd/Canada                                                                  | CUSIP: 046789AB9<br>LEI: 5299005SPZ1QYL51JD25 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72546.83     | 0.00%             | 2030-05-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $203790.59    | 0.00%             | 2029-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108161.32    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-278266.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $380998.80    | 0.00%             | 2034-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $330028.39    | 0.00%             | 2029-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $324449.18    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $370570.50    | 0.00%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    39560000 | PA      | $1747584.10   | 0.02%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1327979.39   | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $779856.75    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $525330.68    | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $98586.41     | 0.00%             | 2036-11-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $812888.47    | 0.01%             | 2027-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $587087.16    | 0.01%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1784450000 | PA      | $956154.79    | 0.01%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4058000 | PA      | $4415538.02   | 0.04%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    11500000 | PA      | $1042908.79   | 0.01%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1320000 | PA      | $1120695.94   | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $872610.25    | 0.01%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1261943.61   | 0.01%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAB5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      200000 | PA      | $147126.21    | 0.00%             | 2027-03-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $404611.92    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $457548.95    | 0.00%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $148551.58    | 0.00%             | 2028-04-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   318580000 | PA      | $46949027.73  | 0.44%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $640130.12    | 0.01%             | 2028-11-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $116506.77    | 0.00%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228364.36    | 0.00%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111807.15    | 0.00%             | 2027-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129432.99    | 0.00%             | 2031-09-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |     1700000 | PA      | $1777606.71   | 0.02%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401962.27    | 0.00%             | 2031-10-26      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                        | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $386812.77    | 0.00%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $223203.78    | 0.00%             | 2034-10-22      | Fixed         | 3.63%                 | 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      | $112898.92    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $478808.41    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $647141.92    | 0.01%             | 2052-11-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $459099.96    | 0.00%             | 2035-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $292695.94    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1300000 | PA      | $816984.21    | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    29000000 | PA      | $1301833.11   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $225557.70    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      461544 | PA      | $515933.39    | 0.00%             | 2040-06-30      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   131800000 | PA      | $695737.99    | 0.01%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $947898.81    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $223283.87    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $328383.63    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $348133.04    | 0.00%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $739047.03    | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $395500.34    | 0.00%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $227673.00    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $248918.65    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4150000 | PA      | $4413856.90   | 0.04%             | 2028-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8840800000 | PA      | $7018884.01   | 0.07%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $215520.97    | 0.00%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $446474.28    | 0.00%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $201595.34    | 0.00%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $349903.47    | 0.00%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   260990000 | PA      | $512025.73    | 0.00%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    65900000 | PA      | $9829499.85   | 0.09%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114661.85    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $420990.63    | 0.00%             | 2031-06-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $712311.59    | 0.01%             | 2035-03-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $339376.72    | 0.00%             | 2032-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    50000000 | PA      | $5365068.77   | 0.05%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $637061.58    | 0.01%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $66911.50     | 0.00%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $446758.22    | 0.00%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $175860.23    | 0.00%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $99909.55     | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      650000 | PA      | $764150.71    | 0.01%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $183832.36    | 0.00%             | 2034-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   567500000 | PA      | $3624691.63   | 0.03%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $731080.57    | 0.01%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2560000 | PA      | $2820935.68   | 0.03%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $703038.73    | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5405000 | PA      | $3948414.95   | 0.04%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8025000 | PA      | $10242992.01  | 0.10%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $276955.38    | 0.00%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $316966.15    | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $549639.76    | 0.01%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4000000 | PA      | $4491156.27   | 0.04%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114956.50    | 0.00%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      450000 | PA      | $121836.32    | 0.00%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co.                                      | Procter & Gamble Co.                                                             | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $549591.11    | 0.01%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $223066.31    | 0.00%             | 2026-09-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $390408.31    | 0.00%             | 2027-02-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $111423.16    | 0.00%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $231639.23    | 0.00%             | 2031-05-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   114000000 | PA      | $15771464.87  | 0.15%             | 2026-12-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.              | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $377953.17    | 0.00%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226395.13    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $299149.00    | 0.00%             | 2050-11-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1115658.25   | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BC FERRY SERVICES INC                                     | British Columbia Ferry Services Inc                                              | CUSIP: 110574AK6<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $51546.76     | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                     | Global Payments, Inc.                                                            | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      300000 | PA      | $358732.32    | 0.00%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $583447.56    | 0.01%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $596606.11    | 0.01%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACS7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146534.59    | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                 | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $360466.22    | 0.00%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $253365.91    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $557517.86    | 0.01%             | 2034-01-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2253000 | PA      | $2252852.17   | 0.02%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $594750.07    | 0.01%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1189375.75   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227272.77    | 0.00%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $197006.80    | 0.00%             | 2031-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      200000 | PA      | $195850.98    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115393.07    | 0.00%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243982.15    | 0.00%             | 2033-05-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $644477.15    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $898669.80    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120655.87    | 0.00%             | 2028-11-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $750122.15    | 0.01%             | 2058-05-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $227410.61    | 0.00%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2830000 | PA      | $1915241.29   | 0.02%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1126481.49   | 0.01%             | 2032-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAH3<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $372329.90    | 0.00%             | 2029-07-24      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      600000 | PA      | $698325.96    | 0.01%             | 2028-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $127836.18    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS                                     | Cogeco Communications Inc                                                        | CUSIP: 19239CAD8<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $285909.20    | 0.00%             | 2035-02-06      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $125545.13    | 0.00%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2235000 | PA      | $2603671.74   | 0.02%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      850000 | PA      | $902011.32    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $377952.37    | 0.00%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4003697.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $308958.78    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $221631.96    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                              | Storebrand Livsforsikring AS                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX9TZC13 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $203444.07    | 0.00%             | 2051-09-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117948.64    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    27800000 | PA      | $3942793.62   | 0.04%             | 2026-07-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $384336.38    | 0.00%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $341847.04    | 0.00%             | 2030-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      425000 | PA      | $434649.66    | 0.00%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      644000 | PA      | $481207.95    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1262050000 | PA      | $8582975.50   | 0.08%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      450000 | PA      | $485141.40    | 0.00%             | 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        |      200000 | PA      | $257912.22    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6000000 | PA      | $556478.36    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      310000 | PA      | $352832.41    | 0.00%             | 2025-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $572838.88    | 0.01%             | 2029-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119283.57    | 0.00%             | 2044-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2505000 | PA      | $2087130.93   | 0.02%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $497250.35    | 0.00%             | 2030-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $290822.69    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $4562434.00   | 0.04%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   133000000 | PA      | $19395601.59  | 0.18%             | 2030-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $254399.20    | 0.00%             | 2035-09-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4040000 | PA      | $2894409.89   | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6010000 | PA      | $6811371.93   | 0.06%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4050000 | PA      | $2769301.49   | 0.03%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65430.24     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149081.54    | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $358545.48    | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ITM ENTREPRISES SASU                                      | ITM Entreprises SASU                                                             | CUSIP: 000000000<br>LEI: 969500LMMR83QL6TLK43 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115788.38    | 0.00%             | 2030-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $688700.84    | 0.01%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     9120000 | PA      | $940264.82    | 0.01%             | 2031-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      125000 | PA      | $145912.76    | 0.00%             | 2031-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240175.40    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $328714.96    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216721.37    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $1838866.60   | 0.02%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSITY CAPITAL BV                                         | Essity Capital BV                                                                | CUSIP: 000000000<br>LEI: 549300SRFHCXJHBMHF58 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $207559.84    | 0.00%             | 2029-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7830000 | PA      | $7906922.11   | 0.07%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      100000 | PA      | $128018.18    | 0.00%             | 2040-05-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $328560.90    | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                        | Publicis Groupe SA                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114022.53    | 0.00%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $363804.85    | 0.00%             | 2033-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     1200000 | PA      | $1373392.39   | 0.01%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13050000 | PA      | $3330542.91   | 0.03%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     1000000 | PA      | $1136273.25   | 0.01%             | 2030-10-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                     | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330058.14    | 0.00%             | 2029-12-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115729.20    | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $473803.31    | 0.00%             | 2033-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    25090000 | PA      | $4681615.23   | 0.04%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $501284.90    | 0.00%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73528.41     | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $671633.43    | 0.01%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1022138.65   | 0.01%             | 2031-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      350000 | PA      | $337045.35    | 0.00%             | 2032-02-16      | 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      | $210175.88    | 0.00%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1059667.49   | 0.01%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4340000 | PA      | $2377407.83   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18250000 | PA      | $3064183.85   | 0.03%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1288206.38   | 0.01%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      100000 | PA      | $56206.75     | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155386.32    | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1590927.32   | 0.01%             | 2034-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      546000 | PA      | $488702.17    | 0.00%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $264193.90    | 0.00%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $353581.18    | 0.00%             | 2038-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DERWENT LONDON PLC                                        | Derwent London PLC                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | DBT              |  | GB        |      100000 | PA      | $133468.17    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1121519.85   | 0.01%             | 2028-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72319.96     | 0.00%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $686639.37    | 0.01%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2210000 | PA      | $2483515.89   | 0.02%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5903000 | PA      | $6892021.74   | 0.06%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  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        |      400000 | PA      | $443628.73    | 0.00%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $140801.07    | 0.00%             | 2039-12-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342998.83    | 0.00%             | 2028-05-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $677202.41    | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $106223.75    | 0.00%             | 2031-06-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   681100000 | PA      | $3726765.88   | 0.04%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $428435.44    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45360000 | PA      | $1960740.25   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      400000 | PA      | $299547.21    | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $977237.72    | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $282018.92    | 0.00%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2457000 | PA      | $1948090.65   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9140000 | PA      | $9491949.63   | 0.09%             | 2030-04-30      | 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        |      700000 | PA      | $855336.89    | 0.01%             | 2029-06-02      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115213.49    | 0.00%             | 2030-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $483661.97    | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1199500000 | PA      | $8177401.46   | 0.08%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $244046.62    | 0.00%             | 2030-05-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $717910.79    | 0.01%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $749373.49    | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                 | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $682029.85    | 0.01%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5123000 | PA      | $4294995.71   | 0.04%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $344011.92    | 0.00%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1170195.35   | 0.01%             | 2029-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1218855.49   | 0.01%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $219705.96    | 0.00%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |     1490000 | PA      | $1721376.75   | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $514982.81    | 0.00%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $733820.37    | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZAK9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76793.69     | 0.00%             | 2035-11-21      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $353995.74    | 0.00%             | 2032-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140954.06    | 0.00%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $100688.82    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2700000 | PA      | $2718613.80   | 0.03%             | 2030-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5246000 | PA      | $4097110.43   | 0.04%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBN2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70402.07     | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                              | Mondelez International, Inc.                                                     | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189057.22    | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1117639.19   | 0.01%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $574524.62    | 0.01%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233358.26    | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $221282.86    | 0.00%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $114609.56    | 0.00%             | 2038-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66838.01     | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $224200.41    | 0.00%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145578.85    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                           | J Sainsbury PLC                                                                  | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $266233.97    | 0.00%             | 2035-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   700000000 | PA      | $1186468.68   | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $184671.25    | 0.00%             | 2025-10-31      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                        | Balder Finland OYJ                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $418599.37    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $579749.14    | 0.01%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3332420000 | PA      | $2141468.55   | 0.02%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1327026.94   | 0.01%             | 2027-08-16      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| BRIGHT FOOD SINGAPORE                                     | Bright Food Singapore Holdings Pte Ltd                                           | CUSIP: 000000000<br>LEI: 300300512OD32371Y830 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $114769.99    | 0.00%             | 2030-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $63229.05     | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $245016.95    | 0.00%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    21757000 | PA      | $24698108.68  | 0.23%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5019000 | PA      | $4950120.01   | 0.05%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $589449.54    | 0.01%             | 2029-07-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $379325.83    | 0.00%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $404628.44    | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $389861.83    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1300000 | PA      | $1497408.18   | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAR4<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72217.40     | 0.00%             | 2025-12-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1230000 | PA      | $973926.44    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2093000 | PA      | $2431991.47   | 0.02%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $183462.20    | 0.00%             | 2038-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231780.02    | 0.00%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10845000 | PA      | $10792993.39  | 0.10%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    50000000 | PA      | $1545371.47   | 0.01%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| COLES GROUP TREASURY                                      | Coles Group Treasury Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HRZIAKP6NVUB83 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $269267.20    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $454987.95    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123829.53    | 0.00%             | 2060-08-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $77893.87     | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MALAKOFF HUMANIS PREV                                     | Malakoff Humanis Prevoyance                                                      | CUSIP: 000000000<br>LEI: 969500UDOCU0ZBDSQN62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233426.65    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232576.84    | 0.00%             | 2040-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $211699.93    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $324377.95    | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     2345000 | PA      | $1271074.60   | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    10500000 | PA      | $1589118.02   | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAU7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71482.95     | 0.00%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $916361.56    | 0.01%             | 2033-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID YORKS                                  | Northern Powergrid Yorkshire PLC                                                 | CUSIP: 000000000<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $59960.02     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229334.40    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231509.62    | 0.00%             | 2034-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63309ZNN4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $436097.38    | 0.00%             | 2035-02-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3036000 | PA      | $2975808.16   | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $53697.87     | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $137733.98    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   130000000 | PA      | $764255.34    | 0.01%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $478404.07    | 0.00%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1415322.37   | 0.01%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                                     | Regional Municipality of Peel Ontario                                            | CUSIP: 705464EC5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $64896.36     | 0.00%             | 2042-10-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116575.19    | 0.00%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $509728.91    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $192107.77    | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $648434.49    | 0.01%             | 2029-09-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $253548.63    | 0.00%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $615266.82    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $212547.73    | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $232045.52    | 0.00%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $346461.12    | 0.00%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $542303.60    | 0.01%             | 2028-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    24000000 | PA      | $2363239.48   | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $197786.26    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AK8<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149015.94    | 0.00%             | 2029-09-27      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   351850000 | PA      | $1900203.09   | 0.02%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH INVESTMENT                                   | Robert Bosch Investment Nederland BV                                             | CUSIP: 000000000<br>LEI: 72450009QLIV38GTKN14 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346639.46    | 0.00%             | 2037-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144746.26    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $112396.32    | 0.00%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119584.24    | 0.00%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    22000000 | PA      | $1219369.56   | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $340320.57    | 0.00%             | 2033-06-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1084834.37   | 0.01%             | 2030-03-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     3000000 | PA      | $3079638.21   | 0.03%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2004990000 | PA      | $1168026.34   | 0.01%             | 2039-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      352000 | PA      | $399262.48    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    48210000 | PA      | $4767635.07   | 0.04%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $340780.61    | 0.00%             | 2026-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $111209.58    | 0.00%             | 2027-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $890108.64    | 0.01%             | 2044-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                       | Experian Europe DAC                                                              | CUSIP: 000000000<br>LEI: 635400QBLELMETXQLA08 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $475745.92    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $296336.51    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $62715.67     | 0.00%             | 2026-05-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $453441.25    | 0.00%             | 2030-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    74228000 | PA      | $3894278.55   | 0.04%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   695700000 | PA      | $3697759.73   | 0.03%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1500000 | PA      | $393412.46    | 0.00%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $595173.26    | 0.01%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $346807.59    | 0.00%             | 2031-09-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      400000 | PA      | $447479.36    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      870000 | PA      | $899269.72    | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2510000 | PA      | $3020588.88   | 0.03%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $629228.86    | 0.01%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $132507.93    | 0.00%             | 2029-10-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $335845.03    | 0.00%             | 2031-09-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $346459.45    | 0.00%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1139000 | PA      | $1371079.43   | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227422.22    | 0.00%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306945.48    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR 2019 1 UK                                         | Logicor 2019-1 UK PLC                                                            | CUSIP: 000000000<br>LEI: 635400V9BO1NJKELQ692 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $255631.24    | 0.00%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                    | CUSIP: 581557BG9<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $682945.14    | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5000000 | PA      | $229827.86    | 0.00%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $427939.08    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $337912.94    | 0.00%             | 2080-09-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $51758.75     | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $566211.17    | 0.01%             | 2032-06-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20485000000 | PA      | $1211600.41   | 0.01%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      199000 | PA      | $219853.23    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    11582000 | PA      | $6674312.97   | 0.06%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2600000 | PA      | $3457509.84   | 0.03%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7073071.99   | 0.07%             | 2027-02-23      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1336072.03   | 0.01%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    15850000 | PA      | $953685.54    | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $586360.66    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBR0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108191.64    | 0.00%             | 2026-02-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      100000 | PA      | $96330.28     | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                      | Public Storage Operating Co                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      200000 | PA      | $196842.30    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN FUNDING                                      | Metropolitan Funding PLC                                                         | CUSIP: 000000000<br>LEI: 213800LCRSEF1I4UB827 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $99029.16     | 0.00%             | 2048-04-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $554006.71    | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     9399000 | PA      | $5994209.83   | 0.06%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $1037470.78   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117082.01    | 0.00%             | 2031-03-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1250000 | PA      | $1248216.08   | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $462812.20    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122894.71    | 0.00%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      705000 | PA      | $398181.44    | 0.00%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2198550000 | PA      | $14040952.25  | 0.13%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      381000 | PA      | $540468.16    | 0.01%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $691226.28    | 0.01%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $467270.22    | 0.00%             | 2028-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $333583.15    | 0.00%             | 2043-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      800000 | PA      | $702885.15    | 0.01%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $314467.76    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114177.71    | 0.00%             | 2026-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6110000 | PA      | $6380353.54   | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1105385.81   | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2402800000 | PA      | $15738864.06  | 0.15%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $641795.62    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $222363.53    | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $670032.59    | 0.01%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $576005.27    | 0.01%             | 2029-07-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    47000000 | PA      | $6690968.52   | 0.06%             | 2028-08-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RADIOTELEVISIONE ITALIAN                                  | RAI-Radiotelevisione Italiana SpA                                                | CUSIP: 000000000<br>LEI: 815600C62B51478A5144 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $237156.87    | 0.00%             | 2029-07-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $450892.91    | 0.00%             | 2034-04-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1232662.27   | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      400000 | PA      | $473012.60    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240765.06    | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $558746.81    | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $441242.24    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1441358.31   | 0.01%             | 2035-03-05      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $26503420.74  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1200000 | PA      | $669097.63    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $548899.72    | 0.01%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $200210.49    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2010000 | PA      | $2280009.62   | 0.02%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36520000 | PA      | $1129629.87   | 0.01%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1825961.09   | 0.02%             | 2032-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      500000 | PA      | $543138.20    | 0.01%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $313898.27    | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $396797.66    | 0.00%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233256.47    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      100000 | PA      | $110334.69    | 0.00%             | 2028-01-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   741200000 | PA      | $4879066.67   | 0.05%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   101390000 | PA      | $14933808.22  | 0.14%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $220443.07    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $346711.28    | 0.00%             | 2027-03-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $251212.88    | 0.00%             | 2031-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORP LTD                                    | Canadian Tire Corp Ltd                                                           | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $230114.14    | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19760000000 | PA      | $1362159.17   | 0.01%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $873389.77    | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $363275.63    | 0.00%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $399177.10    | 0.00%             | 2026-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      400000 | PA      | $471568.99    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      950000 | PA      | $691715.81    | 0.01%             | 2035-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $773623.89    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $210951.97    | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   403310000 | PA      | $58003965.81  | 0.55%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $307480.23    | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4559000 | PA      | $5198194.67   | 0.05%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $385938.91    | 0.00%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    79590000 | PA      | $7700879.61   | 0.07%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1290000 | PA      | $1453545.48   | 0.01%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $416053.33    | 0.00%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    14000000 | PA      | $1403359.14   | 0.01%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $340594.77    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   206800000 | PA      | $942502.57    | 0.01%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE HOME                                    | Places for People Homes Ltd                                                      | CUSIP: 000000000<br>LEI: 2138006VZYSUOICR2M02 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $382715.86    | 0.00%             | 2028-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $513997.63    | 0.00%             | 2029-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $146599.81    | 0.00%             | 2040-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $281365.10    | 0.00%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $346163.78    | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $236695.05    | 0.00%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114882.98    | 0.00%             | 2033-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $209943.21    | 0.00%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    14350000 | PA      | $16294856.18  | 0.15%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $202976.42    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1460909.28   | 0.01%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                  | Westfield America Management Ltd                                                 | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      200000 | PA      | $244280.03    | 0.00%             | 2029-03-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $229334.42    | 0.00%             | 2027-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $918666.08    | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    68724000 | PA      | $2091577.30   | 0.02%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBT9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $121464.46    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1819438.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE II AG                                  | Swiss Life Finance II AG                                                         | CUSIP: 000000000<br>LEI: 549300YS5BXPRDMWHH23 | Long             | DBT              | CORP              | LI        |      300000 | PA      | $350000.51    | 0.00%             | 2044-10-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $354869.75    | 0.00%             | 2035-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $370348.77    | 0.00%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $898051.17    | 0.01%             | 2027-10-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $239717.10    | 0.00%             | 2035-01-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                    | City of Toronto Canada                                                           | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $178810.42    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112312.56    | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $472797.55    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109454.55    | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10380000 | PA      | $11978774.64  | 0.11%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      550000 | PA      | $712938.25    | 0.01%             | 2028-04-26      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $229215.90    | 0.00%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3964780.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAP8<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $204022.29    | 0.00%             | 2031-10-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $787491.54    | 0.01%             | 2032-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1137072.50   | 0.01%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                                  | Tesco Property Finance 6 PLC                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | ABS-CBDO         | CORP              | GB        |       85597 | PA      | $108932.78    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $112579.57    | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226133.96    | 0.00%             | 2026-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                          | CUSIP: 136765BY9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149592.04    | 0.00%             | 2028-07-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    62050000 | PA      | $363288.09    | 0.00%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $227784.81    | 0.00%             | 2032-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8371000 | PA      | $8722833.89   | 0.08%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $230828.51    | 0.00%             | 2038-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112019.17    | 0.00%             | 2030-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $301066.09    | 0.00%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $466636.85    | 0.00%             | 2028-06-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      125000 | PA      | $147710.82    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $380453.06    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4257000 | PA      | $4648565.48   | 0.04%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4380000 | PA      | $1117840.25   | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118240.86    | 0.00%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1144658.80   | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11065000 | PA      | $7582248.69   | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1482437.59   | 0.01%             | 2030-03-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145574.67    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1320802.92   | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2620000 | PA      | $1929645.05   | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $660099.52    | 0.01%             | 2032-09-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $812413.52    | 0.01%             | 2027-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      340000 | PA      | $336582.59    | 0.00%             | 2037-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $1378944.09   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61416.68     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   144600000 | PA      | $20424974.05  | 0.19%             | 2026-08-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $68077.83     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $349091.29    | 0.00%             | 2035-09-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $94077.70     | 0.00%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL DE NAVARRA                                     | Caja Rural de Navarra SCC                                                        | CUSIP: 000000000<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227841.17    | 0.00%             | 2033-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12940000 | PA      | $14808873.40  | 0.14%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO DESIO DELLA BRIANZ                                  | Banco di Desio e della Brianza SpA                                               | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $224268.20    | 0.00%             | 2026-07-24      | Fixed         | 0.38%                 | No            |                  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      | $148127.94    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CW9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $391116.45    | 0.00%             | 2030-09-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $497969.07    | 0.00%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $1134931.56   | 0.01%             | 2030-05-14      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $555478.29    | 0.01%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                        | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238992.40    | 0.00%             | 2031-06-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      250000 | PA      | $240416.20    | 0.00%             | 2039-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $450328.45    | 0.00%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $365995.89    | 0.00%             | 2030-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1017364.30   | 0.01%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1670000 | PA      | $1908661.40   | 0.02%             | 2034-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |      300000 | PA      | $312315.86    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $229619.83    | 0.00%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115251.23    | 0.00%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  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        |      600000 | PA      | $665443.10    | 0.01%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $213099.01    | 0.00%             | 2029-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $552867.04    | 0.01%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $340715.17    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $260143.63    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1400000 | PA      | $1317214.76   | 0.01%             | 2049-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226484.72    | 0.00%             | 2034-10-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $544213.35    | 0.01%             | 2034-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6990000 | PA      | $2023455.43   | 0.02%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4033000 | PA      | $4374505.15   | 0.04%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $797924.87    | 0.01%             | 2025-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      912000 | PA      | $998795.70    | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $447220.47    | 0.00%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $227806.73    | 0.00%             | 2030-03-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $98927.71     | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3869000 | PA      | $4122154.94   | 0.04%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $2037354.54   | 0.02%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      533000 | PA      | $615808.48    | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5610000 | PA      | $6499264.62   | 0.06%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140290.93    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| XUNTA DE GALICIA                                          | Xunta de Galicia                                                                 | CUSIP: 000000000<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $1135388.02   | 0.01%             | 2032-04-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $668211.09    | 0.01%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $354703.08    | 0.00%             | 2028-07-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $277306.62    | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107108.86    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $239588.92    | 0.00%             | 2029-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $546826.28    | 0.01%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   368850000 | PA      | $2501720.60   | 0.02%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES                                         | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $667843.25    | 0.01%             | 2026-09-16      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   353050000 | PA      | $1383423.03   | 0.01%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1045578.85   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $769069.81    | 0.01%             | 2028-04-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2885000 | PA      | $1482129.87   | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $410047.68    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1850000 | PA      | $2032125.58   | 0.02%             | 2027-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $342519.57    | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $555969.66    | 0.01%             | 2027-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12049000 | PA      | $8691781.03   | 0.08%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      200000 | PA      | $216013.07    | 0.00%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $568205.91    | 0.01%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $683042.44    | 0.01%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $426821.30    | 0.00%             | 2029-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115939.49    | 0.00%             | 2030-06-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $187719.55    | 0.00%             | 2037-02-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     8450000 | PA      | $776335.71    | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $307578.80    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $312560.36    | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $553684.19    | 0.01%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346108.35    | 0.00%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Sika Capital BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $316812.34    | 0.00%             | 2031-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $213155.31    | 0.00%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   966000000 | PA      | $4837035.98   | 0.05%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    19957000 | PA      | $1583493.02   | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12581000 | PA      | $7699272.73   | 0.07%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                  | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $343032.27    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                               | Verallia SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114054.70    | 0.00%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $233523.82    | 0.00%             | 2036-03-12      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $226621.68    | 0.00%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1595000 | PA      | $1692186.44   | 0.02%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESA SA BELGIUM                                           | Resa SA/Belgium                                                                  | CUSIP: 000000000<br>LEI: 549300Y2TNSX5TN57R56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $230329.11    | 0.00%             | 2031-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1451150.26   | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224374.48    | 0.00%             | 2034-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                  | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $233666.73    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $212868.34    | 0.00%             | 2028-09-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1021329.81   | 0.01%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140984.47    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $775593.66    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $86073.44     | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $592258.00    | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $63044.88     | 0.00%             | 2027-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $445546.80    | 0.00%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   389050000 | PA      | $1752610.45   | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $574189.38    | 0.01%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAG6<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151610.91    | 0.00%             | 2034-05-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6575000 | PA      | $6868195.12   | 0.06%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71879.40     | 0.00%             | 2030-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                                      | Brambles Finance PLC                                                             | CUSIP: 000000000<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $391733.30    | 0.00%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $745728.95    | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $231606.28    | 0.00%             | 2031-03-20      | Fixed         | 3.25%                 | No            |                  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        |      400000 | PA      | $443004.96    | 0.00%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $687638.70    | 0.01%             | 2025-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $325301.92    | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102281.35    | 0.00%             | 2042-07-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $218725.79    | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $359241.95    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $279280.45    | 0.00%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $407063.56    | 0.00%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $112852.45    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1801323.90   | 0.02%             | 2030-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $222455.28    | 0.00%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $459374.94    | 0.00%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4077000 | PA      | $5011661.62   | 0.05%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $979956.92    | 0.01%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $472518.49    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151068.35    | 0.00%             | 2034-01-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339180.47    | 0.00%             | 2035-02-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $90529.65     | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $926617.21    | 0.01%             | 2033-10-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      671000 | PA      | $361145.11    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $560539.76    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38116000000 | PA      | $2290844.91   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $100453.37    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1825000 | PA      | $927264.81    | 0.01%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133191.28    | 0.00%             | 2034-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4240000 | PA      | $4855143.87   | 0.05%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198234.08    | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2590000 | PA      | $1882428.26   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    14389000 | PA      | $16587439.71  | 0.16%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $690130.73    | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2420000 | PA      | $1257180.38   | 0.01%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   954650000 | PA      | $577756.22    | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    53250000 | PA      | $377296.50    | 0.00%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2960000 | PA      | $2000328.41   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8170000 | PA      | $1194654.20   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      700000 | PA      | $871904.63    | 0.01%             | 2029-11-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $223685.56    | 0.00%             | 2028-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $128917.80    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      700000 | PA      | $929399.58    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   100000000 | PA      | $75307.36     | 0.00%             | 2027-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5631000 | PA      | $7038163.17   | 0.07%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $569798.01    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14485200000 | PA      | $10657136.41  | 0.10%             | 2026-12-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      516000 | PA      | $562233.88    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $614567.83    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1411350.80   | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $349686.42    | 0.00%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $631809.79    | 0.01%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $477791.23    | 0.00%             | 2027-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $72670.73     | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $710364.43    | 0.01%             | 2028-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $340313.98    | 0.00%             | 2032-03-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $133708.64    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      600000 | PA      | $666727.28    | 0.01%             | 2027-07-30      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1862790000 | PA      | $1334718.75   | 0.01%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $386070.16    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      300000 | PA      | $333145.63    | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $215367.12    | 0.00%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4301359.58   | 0.04%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $245979.59    | 0.00%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1033000 | PA      | $706212.94    | 0.01%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $308911.75    | 0.00%             | 2029-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $217553.77    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $390793.98    | 0.00%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXA HOME LOAN SFH                                         | AXA Home Loan SFH SA                                                             | CUSIP: 000000000<br>LEI: 969500AIOJG7FHMDYZ30 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306444.19    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                      | Sydney Airport Finance Co. Pty. Ltd.                                             | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $721713.29    | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330965.83    | 0.00%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118519.86    | 0.00%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1510000 | PA      | $1723790.57   | 0.02%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2800000 | PA      | $666896.14    | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      200000 | PA      | $225146.41    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $542556.85    | 0.01%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $447970.86    | 0.00%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6067000 | PA      | $6563272.99   | 0.06%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $528832.01    | 0.00%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1010000 | PA      | $893926.06    | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $478082.86    | 0.00%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $344675.89    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $555361.83    | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $269748.87    | 0.00%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3166000 | PA      | $3870897.47   | 0.04%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $595749.28    | 0.01%             | 2038-12-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $334123.88    | 0.00%             | 2034-01-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2178407.59   | 0.02%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1446080.60   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114158.05    | 0.00%             | 2035-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $258934.50    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $390719.86    | 0.00%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $491372.51    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      450000 | PA      | $515347.81    | 0.00%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $122776.53    | 0.00%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117696.39    | 0.00%             | 2031-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1812330000 | PA      | $1247149.81   | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $231777.18    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $80114.60     | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343121.44    | 0.00%             | 2034-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $133577.44    | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $444600.05    | 0.00%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      522000 | PA      | $599720.27    | 0.01%             | 2032-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229981.36    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      925000 | PA      | $912215.01    | 0.01%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $485974.59    | 0.00%             | 2031-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4338000 | PA      | $2041297.56   | 0.02%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $331833.17    | 0.00%             | 2028-04-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   927700000 | PA      | $6134203.33   | 0.06%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      726000 | PA      | $668878.11    | 0.01%             | 2033-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    23670000 | PA      | $20087381.69  | 0.19%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $251619.62    | 0.00%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   720000000 | PA      | $4658295.25   | 0.04%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229852.58    | 0.00%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $220829.85    | 0.00%             | 2050-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $552094.60    | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $828504.27    | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2812700000 | PA      | $18378811.67  | 0.17%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $216278.01    | 0.00%             | 2043-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $151080.46    | 0.00%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1146410.71   | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35800000 | PA      | $1367679.45   | 0.01%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $265062.01    | 0.00%             | 2030-10-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAP6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141996.37    | 0.00%             | 2032-04-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PARAGON TREASURY PLC                                      | Paragon Treasury Plc                                                             | CUSIP: 000000000<br>LEI: 213800Q65UKPKCQBC252 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92412.17     | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5710000 | PA      | $6522416.20   | 0.06%             | 2026-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    27250000 | PA      | $5959812.69   | 0.06%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SACA                                       | CNP Assurances SACA                                                              | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $907495.18    | 0.01%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5300000 | PA      | $1311570.50   | 0.01%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3110000 | PA      | $543645.37    | 0.01%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $323629.24    | 0.00%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISTITUTO PER IL CREDITO                                   | Istituto Per Il Credito Sportivo E Culturale SPA                                 | CUSIP: 000000000<br>LEI: 815600ACC18A758ADE66 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $463926.08    | 0.00%             | 2030-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                   | CGI Inc                                                                          | CUSIP: 12532HAH7<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73182.81     | 0.00%             | 2027-09-07      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SAARLAND                                                  | State of Saarland                                                                | CUSIP: 000000000<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $228234.52    | 0.00%             | 2035-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1166386.41   | 0.01%             | 2030-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $736340.68    | 0.01%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $352388.50    | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152935.42    | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $47556.76     | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4160000 | PA      | $2147478.34   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   369400000 | PA      | $2006902.60   | 0.02%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    67106000 | PA      | $2428350.82   | 0.02%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $217737.16    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   520250000 | PA      | $2466127.48   | 0.02%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $948700.37    | 0.01%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      410000 | PA      | $352712.03    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |      125000 | PA      | $142584.15    | 0.00%             | 2032-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $294938.23    | 0.00%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $321687.87    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      200000 | PA      | $191949.78    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $696155.33    | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      350000 | PA      | $391023.48    | 0.00%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      450000 | PA      | $509022.95    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $226422.40    | 0.00%             | 2026-02-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1205000 | PA      | $1428160.36   | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      565000 | PA      | $375926.55    | 0.00%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     2140000 | PA      | $2216273.56   | 0.02%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $667695.15    | 0.01%             | 2042-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $228768.38    | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $810600.35    | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4240000 | PA      | $1125269.70   | 0.01%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $570703.89    | 0.01%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1200000 | PA      | $1372101.20   | 0.01%             | 2028-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance SA                                      | DH Europe Finance Sarl                                                           | CUSIP: 23290YAE6<br>LEI: 2221002WRBW5MJ8VL618 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $559069.45    | 0.01%             | 2027-06-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                                    | Aspire Defence Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      308222 | PA      | $385695.82    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240447.92    | 0.00%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236351.81    | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| SWISSCOM AG (LUNAR FUNDI                                  | Lunar Funding V for Swisscom AG                                                  | CUSIP: 000000000<br>LEI: 213800BNPFXIGDAFQL81 | Long             | DBT              | CORP              | IE        |      910000 | PA      | $1024289.16   | 0.01%             | 2026-10-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4835000 | PA      | $5382536.43   | 0.05%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1790238.53   | 0.02%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $150681.90    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $103278.60    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      390000 | PA      | $441672.71    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $1086367.06   | 0.01%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115040.40    | 0.00%             | 2030-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $160997.12    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $396855.24    | 0.00%             | 2028-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEKABANK DEUTSCHE GIRO                                    | DekaBank Deutsche Girozentrale                                                   | CUSIP: 000000000<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $888804.62    | 0.01%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |     1150000 | PA      | $1297703.82   | 0.01%             | 2027-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $474851.18    | 0.00%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $210399.23    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $468946.56    | 0.00%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $805983.08    | 0.01%             | 2029-03-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1058692.97   | 0.01%             | 2028-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    66571000 | PA      | $14850822.21  | 0.14%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1091239.96   | 0.01%             | 2034-04-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222797.66    | 0.00%             | 2053-01-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $231728.96    | 0.00%             | 2029-09-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4900000 | PA      | $5592570.52   | 0.05%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $538405.94    | 0.01%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $534007.22    | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117369.41    | 0.00%             | 2032-01-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61699.70     | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40000000000 | PA      | $2501624.02   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAL3<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149640.86    | 0.00%             | 2033-02-07      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   510150000 | PA      | $2306738.76   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $166812.71    | 0.00%             | 2027-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2299000 | PA      | $2505461.10   | 0.02%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $94019.64     | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $255046.61    | 0.00%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $575570.57    | 0.01%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118168.66    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $812963.64    | 0.01%             | 2032-09-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4500000 | PA      | $5245954.71   | 0.05%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      560000 | PA      | $650840.19    | 0.01%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      850000 | PA      | $974236.11    | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $406930.81    | 0.00%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $27563.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $138653.25    | 0.00%             | 2040-04-17      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $362066.18    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $346788.85    | 0.00%             | 2035-03-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1990000 | PA      | $1981106.18   | 0.02%             | 2031-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143305.57    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      600000 | PA      | $345288.39    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5144000 | PA      | $5767123.97   | 0.05%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1153593.61   | 0.01%             | 2032-05-28      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                 | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229968.06    | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114949.44    | 0.00%             | 2030-08-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $470292.87    | 0.00%             | 2036-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      941000 | PA      | $1084982.15   | 0.01%             | 2038-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $161944.24    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3000000 | PA      | $287210.71    | 0.00%             | 2029-07-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $280118.47    | 0.00%             | 2026-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $226718.26    | 0.00%             | 2026-01-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346455.95    | 0.00%             | 2029-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110311.96    | 0.00%             | 2052-12-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342518.52    | 0.00%             | 2029-11-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $516082.68    | 0.00%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $138559.42    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3325000 | PA      | $2382732.41   | 0.02%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      700000 | PA      | $807409.33    | 0.01%             | 2029-10-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $474968.46    | 0.00%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      370000 | PA      | $266597.98    | 0.00%             | 2049-06-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1841426.32   | 0.02%             | 2027-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   990700000 | PA      | $6485037.25   | 0.06%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $839470.37    | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2150000 | PA      | $2481005.62   | 0.02%             | 2029-04-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $318730.56    | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $314589.74    | 0.00%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $328254.72    | 0.00%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $510580.80    | 0.00%             | 2032-11-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $825806.69    | 0.01%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $340625.80    | 0.00%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $257051.36    | 0.00%             | 2025-08-11      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $138474.11    | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $52566.59     | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1198000 | PA      | $1336368.86   | 0.01%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $421595.80    | 0.00%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALGAS RETI SPA                                          | Italgas Reti SpA                                                                 | CUSIP: 000000000<br>LEI: 815600E731A5016E3080 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $481818.30    | 0.00%             | 2033-06-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                               | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $149029.27    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2759000 | PA      | $3389116.72   | 0.03%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1080350000 | PA      | $6760589.80   | 0.06%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $203088.35    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1327060.52   | 0.01%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $229706.86    | 0.00%             | 2035-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1900000 | PA      | $1906233.39   | 0.02%             | 2030-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $327576.85    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      550000 | PA      | $622929.19    | 0.01%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1436378.91   | 0.01%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $153165.62    | 0.00%             | 2030-01-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4572080.29   | 0.04%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                               | Isle of Man Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      150000 | PA      | $86537.57     | 0.00%             | 2051-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      670000 | PA      | $571725.53    | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1900000 | PA      | $1613909.31   | 0.02%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $319018.49    | 0.00%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1210000 | PA      | $1229873.38   | 0.01%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2880000 | PA      | $1737134.42   | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $340194.94    | 0.00%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    21190000 | PA      | $24652644.02  | 0.23%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $316947.15    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $747401.00    | 0.01%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $291479.29    | 0.00%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1352451.51   | 0.01%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $496578.80    | 0.00%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1327200000 | PA      | $8970160.02   | 0.08%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $399471.80    | 0.00%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $396767.80    | 0.00%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5351000 | PA      | $3336859.13   | 0.03%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    18600000 | PA      | $19496425.28  | 0.18%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5460000 | PA      | $6307875.21   | 0.06%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $226600.87    | 0.00%             | 2026-01-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      286000 | PA      | $179133.78    | 0.00%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $550073.15    | 0.01%             | 2027-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2102000 | PA      | $2679983.51   | 0.03%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1021877.66   | 0.01%             | 2034-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $320045.41    | 0.00%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $527070.11    | 0.00%             | 2044-09-02      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1279100000 | PA      | $6509459.33   | 0.06%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $268494.18    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12968000 | PA      | $14599350.54  | 0.14%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAC7<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146647.75    | 0.00%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   909600000 | PA      | $3611516.13   | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $292795.16    | 0.00%             | 2034-03-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $1245000.85   | 0.01%             | 2034-10-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNALKREDIT AUSTRIA A                                  | Kommunalkredit Austria AG                                                        | CUSIP: 000000000<br>LEI: 549300IEVCBWVV97WC81 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $232637.55    | 0.00%             | 2031-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $427054.99    | 0.00%             | 2029-03-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $817380.84    | 0.01%             | 2033-07-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5054630000 | PA      | $3169824.59   | 0.03%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1179826.18   | 0.01%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1135000 | PA      | $894928.90    | 0.01%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      235000 | PA      | $264051.27    | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $801396.20    | 0.01%             | 2031-10-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $801643.99    | 0.01%             | 2035-02-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   777700000 | PA      | $5061814.03   | 0.05%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2300000000 | PA      | $1654970.11   | 0.02%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    45481000 | PA      | $1409370.52   | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $291332.33    | 0.00%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      400000 | PA      | $450526.26    | 0.00%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115164.13    | 0.00%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $216844.75    | 0.00%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      650000 | PA      | $672236.24    | 0.01%             | 2034-02-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $316709.68    | 0.00%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $334670.71    | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                         | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $691202.90    | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 60396000000 | PA      | $3710152.78   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $148560.53    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71616.63     | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      650000 | PA      | $728818.84    | 0.01%             | 2027-06-14      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $569291.40    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $433523.32    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                                    | Eastern Power Networks PLC                                                       | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126533.40    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RL FINANCE NO 4 PLC                                       | RL Finance Bonds NO 4 PLC                                                        | CUSIP: 000000000<br>LEI: 21380094SBEIOBDS8O41 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $215697.38    | 0.00%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $680672.96    | 0.01%             | 2038-11-26      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                | Nasdaq Inc                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      300000 | PA      | $312770.81    | 0.00%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1163383.46   | 0.01%             | 2030-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115722.61    | 0.00%             | 2037-02-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      800000 | PA      | $947142.95    | 0.01%             | 2030-11-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $652547.25    | 0.01%             | 2029-03-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1740000 | PA      | $1935239.21   | 0.02%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233207.09    | 0.00%             | 2035-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1160000 | PA      | $1294433.82   | 0.01%             | 2027-10-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8401900 | PA      | $8893702.14   | 0.08%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    14910000 | PA      | $998926.35    | 0.01%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $168213.35    | 0.00%             | 2030-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $214820.15    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $1165811.48   | 0.01%             | 2030-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   104400000 | PA      | $14958284.80  | 0.14%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $458740.52    | 0.00%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $342753.10    | 0.00%             | 2035-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138718.10    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $250168.09    | 0.00%             | 2032-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2000000000 | PA      | $1799511.19   | 0.02%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAH4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $344476.44    | 0.00%             | 2029-09-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $520166.36    | 0.00%             | 2034-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      590000 | PA      | $457454.22    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIVEWEST TREASURY PLC                                     | LiveWest Treasury PLC                                                            | CUSIP: 000000000<br>LEI: 2138003KE7A61PG6CK49 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $55681.48     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11000000 | PA      | $2615580.67   | 0.02%             | 2028-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143654.94    | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $303844.36    | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 88579YAK7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      250000 | PA      | $282436.57    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $683890.00    | 0.01%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1801846.71   | 0.02%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130018.81    | 0.00%             | 2036-01-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4944000 | PA      | $5561267.01   | 0.05%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228986.08    | 0.00%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    93510000 | PA      | $13095689.85  | 0.12%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $271516.03    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145297.81    | 0.00%             | 2032-05-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1144613.15   | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $96137.96     | 0.00%             | 2036-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    63900000 | PA      | $9777867.15   | 0.09%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      300000 | PA      | $348717.83    | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $246961.66    | 0.00%             | 2050-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1829000 | PA      | $1403519.15   | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1075000 | PA      | $1143913.44   | 0.01%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      600000 | PA      | $689378.50    | 0.01%             | 2034-04-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $372268.20    | 0.00%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      721000 | PA      | $717245.46    | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   581950000 | PA      | $2301198.98   | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $198562.97    | 0.00%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1263000 | PA      | $1461978.86   | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3140000 | PA      | $3923249.06   | 0.04%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      920000 | PA      | $1030242.20   | 0.01%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   103000000 | PA      | $15111887.53  | 0.14%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8680000 | PA      | $9369753.88   | 0.09%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                       | Whitbread Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262291.41    | 0.00%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1043281.15   | 0.01%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $215708.11    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      320000 | PA      | $348184.84    | 0.00%             | 2030-10-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $231860.36    | 0.00%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345325.98    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $331283.66    | 0.00%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      352000 | PA      | $418285.17    | 0.00%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    57300000 | PA      | $8537930.78   | 0.08%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $693312.39    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2100000 | PA      | $1356784.39   | 0.01%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $350194.22    | 0.00%             | 2033-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3270000 | PA      | $3379180.09   | 0.03%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $699290.97    | 0.01%             | 2034-05-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $361458.98    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $158078.07    | 0.00%             | 2053-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73545.79     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCH5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153664.97    | 0.00%             | 2032-10-27      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $578313.50    | 0.01%             | 2031-03-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $959917.51    | 0.01%             | 2030-11-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $245575.67    | 0.00%             | 2044-11-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $186045.48    | 0.00%             | 2036-04-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3640000 | PA      | $3726768.88   | 0.04%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $552952.08    | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $226986.91    | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAE9<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $117332.02    | 0.00%             | 2053-10-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $368912.78    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226763.11    | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $113901.54    | 0.00%             | 2030-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6950000 | PA      | $7967794.44   | 0.07%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $590364.08    | 0.01%             | 2032-06-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       60000 | PA      | $38231.25     | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146623.01    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $211041.50    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2974000 | PA      | $2096145.97   | 0.02%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      150000 | PA      | $170255.93    | 0.00%             | 2027-12-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $791283.30    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      410000 | PA      | $468777.25    | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $867610.94    | 0.01%             | 2032-09-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2988607.38   | 0.03%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      461000 | PA      | $517287.45    | 0.00%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1160923.36   | 0.01%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELLEVIO AB                                                | Ellevio AB                                                                       | CUSIP: 000000000<br>LEI: 635400VVAMAJWNK9IT79 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $228789.26    | 0.00%             | 2035-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3620000 | PA      | $4312322.40   | 0.04%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $514812.36    | 0.00%             | 2037-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405532.09    | 0.00%             | 2032-05-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225374.78    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1052608.36   | 0.01%             | 2032-08-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $332434.28    | 0.00%             | 2035-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $266856.36    | 0.00%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1110000 | PA      | $954628.58    | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $367745.33    | 0.00%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $232598.85    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10850000 | PA      | $2564051.14   | 0.02%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $342950.10    | 0.00%             | 2034-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242248.92    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $209733.69    | 0.00%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 000000000<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112226.96    | 0.00%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   467180000 | PA      | $1241655.51   | 0.01%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1305000 | PA      | $1483156.58   | 0.01%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $298378.80    | 0.00%             | 2028-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1316600000 | PA      | $8230611.66   | 0.08%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64108000 | PA      | $3385000.64   | 0.03%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                   | Broadgate Financing PLC                                                          | CUSIP: 000000000<br>LEI: 213800FFPA11956QDF26 | Long             | ABS-CBDO         | CORP              | GB        |      106250 | PA      | $135602.22    | 0.00%             | 2033-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2680000 | PA      | $3078675.32   | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $265156.70    | 0.00%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $280329.86    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      225000 | PA      | $257781.74    | 0.00%             | 2028-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1150000 | PA      | $1325836.50   | 0.01%             | 2030-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |     1300000 | PA      | $1480152.73   | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      800000 | PA      | $902550.66    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                         | bcIMC Realty Corp                                                                | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72046.95     | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2751000 | PA      | $2690386.46   | 0.03%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $164042.58    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $137328.58    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12704000 | PA      | $13015203.06  | 0.12%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $801784.28    | 0.01%             | 2027-09-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1105628.24   | 0.01%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                   | Plenary PCL Health HIEP LP                                                       | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      300000 | PA      | $212603.04    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $385485.30    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204866.43    | 0.00%             | 2030-03-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $321178.16    | 0.00%             | 2028-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID NORTH                                  | Northern Powergrid Northeast PLC                                                 | CUSIP: 000000000<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $201680.41    | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      160000 | PA      | $162132.55    | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                      | Computershare US Inc                                                             | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496208.70    | 0.00%             | 2031-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2930000 | PA      | $751088.37    | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $169002.98    | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $191678.93    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   157050000 | PA      | $22214923.04  | 0.21%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1550000 | PA      | $1224598.57   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $660588.68    | 0.01%             | 2042-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $462482.21    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   100000000 | PA      | $14534363.89  | 0.14%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $1029504.91   | 0.01%             | 2030-11-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $270740.63    | 0.00%             | 2033-12-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1328050000 | PA      | $8358531.02   | 0.08%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBK SCHL-HOL                                   | Investitionsbank Schleswig-Holstein                                              | CUSIP: 000000000<br>LEI: 52990063ADNRF9GBTQ30 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1113075.78   | 0.01%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $337186.20    | 0.00%             | 2026-07-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                  | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      430000 | PA      | $519578.59    | 0.00%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $359393.62    | 0.00%             | 2034-06-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $116784.60    | 0.00%             | 2030-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2925000 | PA      | $3414590.88   | 0.03%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                                       | BCI QuadReal Realty                                                              | CUSIP: 05554PAC7<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71552.58     | 0.00%             | 2026-02-04      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1172882.46   | 0.01%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229646.23    | 0.00%             | 2032-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      425000 | PA      | $443362.80    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $343450.55    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $143412.59    | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113262.48    | 0.00%             | 2035-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1147718.97   | 0.01%             | 2026-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $237541.81    | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $363610.26    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $528362.60    | 0.00%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1265987.87   | 0.01%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40918000 | PA      | $1477016.91   | 0.01%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $1322967.14   | 0.01%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                          | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120929.69    | 0.00%             | 2028-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1540000 | PA      | $1060018.79   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERBUND AG                                                | Verbund AG                                                                       | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $351802.41    | 0.00%             | 2031-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $401438.93    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 92343VDK7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $549761.24    | 0.01%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $71144.99     | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2010000 | PA      | $2004900.13   | 0.02%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $196891.55    | 0.00%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4000000 | PA      | $2237478.91   | 0.02%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4805000 | PA      | $4252934.17   | 0.04%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5202000 | PA      | $5765543.30   | 0.05%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $677742.80    | 0.01%             | 2028-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $338996.09    | 0.00%             | 2035-04-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $511672.10    | 0.00%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234415.54    | 0.00%             | 2036-05-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      180000 | PA      | $207877.81    | 0.00%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $621049.88    | 0.01%             | 2034-12-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $466684.85    | 0.00%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229452.91    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $431691.05    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1969000 | PA      | $2428016.86   | 0.02%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3320000 | PA      | $1790556.18   | 0.02%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2200000 | PA      | $2370378.46   | 0.02%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $427758.55    | 0.00%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1131500000 | PA      | $769628.19    | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $346940.91    | 0.00%             | 2029-10-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1605000 | PA      | $1215135.86   | 0.01%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6165000 | PA      | $1287524.53   | 0.01%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   252300000 | PA      | $1287773.41   | 0.01%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    64910000 | PA      | $2264054.05   | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2450000 | PA      | $2603878.48   | 0.02%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPARKASSE PFORZHEIM CALW                                  | Sparkasse Pforzheim Calw                                                         | CUSIP: 000000000<br>LEI: 529900JB2S6CH38UQ526 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227974.77    | 0.00%             | 2028-08-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $653505.65    | 0.01%             | 2028-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    48000000 | PA      | $7160209.03   | 0.07%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 000000000<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      100000 | PA      | $134454.78    | 0.00%             | 2029-12-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2190000 | PA      | $1413984.92   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $954307.99    | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $104651.49    | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GREAT ROLLING STOCK LTD                                   | Great Rolling Stock Co PLC/The                                                   | CUSIP: 000000000<br>LEI: 21380012DN57CMIGJT65 | Long             | DBT              | CORP              | GB        |      200340 | PA      | $284237.95    | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $376342.89    | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $605686.41    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $204312.80    | 0.00%             | 2029-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WPB4<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147290.16    | 0.00%             | 2027-05-19      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1040000 | PA      | $1212992.65   | 0.01%             | 2033-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218193.63    | 0.00%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $139893.66    | 0.00%             | 2029-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5016000 | PA      | $5648748.87   | 0.05%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $345479.97    | 0.00%             | 2030-03-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $181928.69    | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $307929.32    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $912445.74    | 0.01%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4218000 | PA      | $4425767.09   | 0.04%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      207000 | PA      | $235138.68    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $74280.26     | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                | Visa, Inc.                                                                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      600000 | PA      | $669684.66    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5088000 | PA      | $1311433.64   | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $464182.48    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346827.65    | 0.00%             | 2034-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      275000 | PA      | $193289.71    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4710000 | PA      | $1383646.69   | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9023000 | PA      | $9361484.08   | 0.09%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      841000 | PA      | $559598.39    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $203572.52    | 0.00%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $111712.45    | 0.00%             | 2045-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $642351.63    | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1434979.60   | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $143680.13    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $564424.97    | 0.01%             | 2029-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE SEGUROS PT                                     | Fidelidade - Co De Seguros SA/Portugal                                           | CUSIP: 000000000<br>LEI: 529900FNLE8ZOPUOT704 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $345655.36    | 0.00%             | 2031-09-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2100000 | PA      | $1161754.28   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $839113.28    | 0.01%             | 2032-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12080000 | PA      | $7956215.37   | 0.07%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $507147.81    | 0.00%             | 2028-09-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UTMOST GROUP                                              | Utmost Group PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004N53RFLL6JDQ41 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116339.04    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5050000 | PA      | $2988379.27   | 0.03%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |     1275000 | PA      | $1468682.12   | 0.01%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    29450000 | PA      | $4352562.77   | 0.04%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $221289.72    | 0.00%             | 2029-06-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      830000 | PA      | $1066116.22   | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2260000 | PA      | $2712824.26   | 0.03%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SACA                                       | CNP Assurances SACA                                                              | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $215646.34    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/LUX                                   | Industrial & Commercial Bank of China Ltd/Luxembourg                             | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $232281.37    | 0.00%             | 2026-10-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1490380.76   | 0.01%             | 2034-08-08      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $369726.64    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3848000 | PA      | $2262262.66   | 0.02%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $425645.40    | 0.00%             | 2035-09-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $297313.85    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EF5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146140.98    | 0.00%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $207475.40    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $271037.75    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $195111.06    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $121962.65    | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $223916.73    | 0.00%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $226722.02    | 0.00%             | 2026-01-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $455907.78    | 0.00%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNI OF SOUTHAMPTON                                        | University of Southampton                                                        | CUSIP: 000000000<br>LEI: 213800DI973E8F5COR26 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $63205.22     | 0.00%             | 2057-04-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1168837.96   | 0.01%             | 2030-02-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAL1<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $139060.56    | 0.00%             | 2055-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $112344.35    | 0.00%             | 2026-07-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANCA POPOLARE SONDRIO                                    | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113815.59    | 0.00%             | 2030-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $782254.49    | 0.01%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $460112.94    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      170000 | PA      | $129593.22    | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4740000 | PA      | $4867846.94   | 0.05%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $605714.48    | 0.01%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $245211.60    | 0.00%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      484000 | PA      | $438559.16    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $265430.79    | 0.00%             | 2034-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |     1050000 | PA      | $1122197.20   | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $613278.36    | 0.01%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AB0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145007.87    | 0.00%             | 2026-06-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      850000 | PA      | $1128522.64   | 0.01%             | 2029-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $356916.82    | 0.00%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6190000 | PA      | $6916992.62   | 0.07%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $318843.31    | 0.00%             | 2025-11-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $192020.14    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      475000 | PA      | $428286.43    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2680000 | PA      | $1714717.69   | 0.02%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3500000000 | PA      | $2772799.94   | 0.03%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $424625.13    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      725000 | PA      | $814563.65    | 0.01%             | 2026-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $488027.84    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $228935.16    | 0.00%             | 2029-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $258659.61    | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      500000 | PA      | $567441.61    | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $225903.54    | 0.00%             | 2026-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $214121.14    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $10262608.12  | 0.10%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $249239.50    | 0.00%             | 2028-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8000000 | PA      | $5793501.91   | 0.05%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    15000000 | PA      | $2273170.46   | 0.02%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                    | Unilever Capital Corp.                                                           | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116100.17    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      776000 | PA      | $856736.68    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   288350000 | PA      | $1488298.45   | 0.01%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $369162.82    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225198.02    | 0.00%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $299298.74    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBY8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $382315.36    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1043314.31   | 0.01%             | 2033-01-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $905865.66    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231270.73    | 0.00%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CAMBRIDGE                                   | Chancellor Masters & Scholars of The University of Cambridge/The                 | CUSIP: 000000000<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $124958.92    | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3180000 | PA      | $3203153.73   | 0.03%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $114145.22    | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8780000 | PA      | $2170020.34   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      150000 | PA      | $145556.39    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      400000 | PA      | $414030.19    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      760000 | PA      | $460666.36    | 0.00%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $220265.58    | 0.00%             | 2028-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $576126.16    | 0.01%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $616028.22    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $111786.03    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $340232.70    | 0.00%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $329945.95    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1050000 | PA      | $1027545.52   | 0.01%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $713621.48    | 0.01%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                          | Mastercard, Inc.                                                                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      500000 | PA      | $541511.69    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1127185.19   | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $585970.61    | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1600000 | PA      | $405866.97    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $327571.79    | 0.00%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $223107.60    | 0.00%             | 2028-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $534928.20    | 0.01%             | 2031-10-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1086750000 | PA      | $7006287.84   | 0.07%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8677000 | PA      | $6033999.60   | 0.06%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1386045.30   | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $560774.23    | 0.01%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      300000 | PA      | $341807.51    | 0.00%             | 2026-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131197.31    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1841000 | PA      | $2055149.72   | 0.02%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GUINNESS PARTNERSHIP LTD                                  | Guinness Partnership Ltd/The                                                     | CUSIP: 000000000<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $117905.62    | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1060950000 | PA      | $6846274.89   | 0.06%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $570168.46    | 0.01%             | 2030-01-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $233399.74    | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $383378.07    | 0.00%             | 2038-02-10      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118460.57    | 0.00%             | 2030-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTME                                  | H&R Real Estate Investment Trust                                                 | CUSIP: 403925BC3<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              |  | CA        |      200000 | PA      | $143950.34    | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBM5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72289.10     | 0.00%             | 2036-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $491437.36    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14499000 | PA      | $7398918.71   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |     1340000 | PA      | $1559511.33   | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      900000 | PA      | $994455.65    | 0.01%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   195050000 | PA      | $760291.76    | 0.01%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    27000000 | PA      | $1184119.00   | 0.01%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $240234.00    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $548185.84    | 0.01%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $347012.44    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $171418.03    | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1060000 | PA      | $1167831.37   | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $147079.52    | 0.00%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                      | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $215909.92    | 0.00%             | 2028-02-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115069.30    | 0.00%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $350003.55    | 0.00%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352677.92    | 0.00%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2290350000 | PA      | $14131613.20  | 0.13%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      350000 | PA      | $366150.52    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $303286.02    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220609.31    | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7530000 | PA      | $8482072.78   | 0.08%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     1150000 | PA      | $1330993.79   | 0.01%             | 2030-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6140520000 | PA      | $4652151.73   | 0.04%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $568249.70    | 0.01%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $251170.07    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE CASTILLA Y LEON                                  | Junta de Castilla y Leon                                                         | CUSIP: 000000000<br>LEI: 959800Y87BK35RUBP092 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $340491.55    | 0.00%             | 2032-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      375000 | PA      | $426618.36    | 0.00%             | 2028-05-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $216426.53    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      850000 | PA      | $930988.91    | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $340625.72    | 0.00%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1450000 | PA      | $1674266.85   | 0.02%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132105.36    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    64550000 | PA      | $9260011.75   | 0.09%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $793794.60    | 0.01%             | 2032-06-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $531719.79    | 0.00%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1170670000 | PA      | $846934.25    | 0.01%             | 2028-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      327000 | PA      | $357506.49    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                  | Stoneweg Ereit Lux Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |      150000 | PA      | $173093.42    | 0.00%             | 2031-01-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1467540000 | PA      | $929487.16    | 0.01%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $330731.31    | 0.00%             | 2035-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231620.74    | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230181.93    | 0.00%             | 2030-05-13      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $142690.34    | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   160000000 | PA      | $127278.09    | 0.00%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141468.24    | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $103113.11    | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   991400000 | PA      | $6523765.83   | 0.06%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $815735.93    | 0.01%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   103000000 | PA      | $702619.33    | 0.01%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $226409.46    | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203264.23    | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145518.24    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $469117.23    | 0.00%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   509950000 | PA      | $2681146.56   | 0.03%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117789.88    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      720000 | PA      | $670541.80    | 0.01%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1117850000 | PA      | $6875151.85   | 0.06%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2411000 | PA      | $2231350.92   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GP5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $710220.61    | 0.01%             | 2034-12-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $326040.87    | 0.00%             | 2028-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $706148.58    | 0.01%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  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      | $434789.84    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3829000 | PA      | $4405934.12   | 0.04%             | 2026-10-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $431793.41    | 0.00%             | 2028-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $340774.94    | 0.00%             | 2034-03-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $343060.21    | 0.00%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      467000 | PA      | $562154.61    | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $494691.80    | 0.00%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $586502.11    | 0.01%             | 2053-04-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $253456.53    | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BS0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220340.23    | 0.00%             | 2054-11-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1081874.02   | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $763956.73    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263366.67    | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $568128.79    | 0.01%             | 2030-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      340000 | PA      | $390496.16    | 0.00%             | 2026-10-06      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    21406000 | PA      | $26688995.99  | 0.25%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      125000 | PA      | $144531.81    | 0.00%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      400000 | PA      | $433345.77    | 0.00%             | 2027-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $571987.78    | 0.01%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $907618.48    | 0.01%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1150000 | PA      | $1235053.38   | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228907.06    | 0.00%             | 2035-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $305582.69    | 0.00%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224596.26    | 0.00%             | 2036-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      377000 | PA      | $462389.42    | 0.00%             | 2043-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      450000 | PA      | $519699.92    | 0.00%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $155472.92    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149790.86    | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $327657.43    | 0.00%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    13630000 | PA      | $2808007.48   | 0.03%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $324928.02    | 0.00%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $804536.37    | 0.01%             | 2035-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $302470.86    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $264362.23    | 0.00%             | 2028-10-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $901484.58    | 0.01%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      190000 | PA      | $195026.16    | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $129003.65    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |     1050000 | PA      | $1238761.32   | 0.01%             | 2028-03-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   402100000 | PA      | $2747318.68   | 0.03%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      980000 | PA      | $1141885.06   | 0.01%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113497.47    | 0.00%             | 2032-07-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235001.96    | 0.00%             | 2036-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $509099.99    | 0.00%             | 2034-12-06      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2138000 | PA      | $2279913.59   | 0.02%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $559591.50    | 0.01%             | 2045-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17690000 | PA      | $4344275.69   | 0.04%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-104839.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     3670000 | PA      | $4445779.08   | 0.04%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $611396.37    | 0.01%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $246881.66    | 0.00%             | 2036-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67180.83     | 0.00%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                  | International Flavors & Fragrances Inc                                           | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      300000 | PA      | $339566.60    | 0.00%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $728234.11    | 0.01%             | 2028-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $893688.04    | 0.01%             | 2027-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1530000 | PA      | $584155.05    | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6760000 | PA      | $1608420.60   | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      700000 | PA      | $777067.90    | 0.01%             | 2026-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      896000 | PA      | $880128.90    | 0.01%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1491000 | PA      | $999414.48    | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $340386.64    | 0.00%             | 2026-04-13      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $397208.15    | 0.00%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $566562.97    | 0.01%             | 2032-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3331760 | PA      | $2596088.60   | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $375414.40    | 0.00%             | 2033-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1081170.29   | 0.01%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14569000 | PA      | $15783138.31  | 0.15%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      350000 | PA      | $222545.93    | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1950000 | PA      | $1919232.97   | 0.02%             | 2045-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129804.69    | 0.00%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $83409.85     | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      304000 | PA      | $307870.20    | 0.00%             | 2030-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      700000 | PA      | $835569.95    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $9253198.01   | 0.09%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1740000 | PA      | $1068143.18   | 0.01%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $411130.37    | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $338303.62    | 0.00%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      440000 | PA      | $499833.69    | 0.00%             | 2029-10-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      250000 | PA      | $292069.70    | 0.00%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $228657.23    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $368393.41    | 0.00%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $112243.32    | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      170000 | PA      | $174673.66    | 0.00%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $256344.85    | 0.00%             | 2052-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2600000 | PA      | $1676859.27   | 0.02%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138335.23    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $129028.28    | 0.00%             | 2038-12-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $342556.55    | 0.00%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229819.54    | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $346427.89    | 0.00%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |     1000000 | PA      | $1111501.05   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      600000 | PA      | $673444.73    | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $237073.76    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $221401.23    | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1245000 | PA      | $1427203.91   | 0.01%             | 2025-10-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $189642.62    | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $543277.37    | 0.01%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $197509.39    | 0.00%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $30994.96     | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      420000 | PA      | $254335.93    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $1122408.68   | 0.01%             | 2026-10-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $475939.66    | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10569000 | PA      | $14060438.28  | 0.13%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $461520.91    | 0.00%             | 2026-02-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $465323.44    | 0.00%             | 2028-11-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9029000 | PA      | $10684825.44  | 0.10%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139565.85    | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $943548.98    | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 26000000000 | PA      | $1592902.55   | 0.01%             | 2026-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      400000 | PA      | $287464.12    | 0.00%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113593.57    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6894000 | PA      | $4142498.23   | 0.04%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $232979.38    | 0.00%             | 2027-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114194.18    | 0.00%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $480653.07    | 0.00%             | 2029-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $421404.52    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      525000 | PA      | $411917.83    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      872179 | PA      | $1105711.50   | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $102847.75    | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    49660000 | PA      | $9543070.84   | 0.09%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $112914.05    | 0.00%             | 2033-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $329789.75    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $114165.25    | 0.00%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      850000 | PA      | $904762.97    | 0.01%             | 2030-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      382000 | PA      | $444324.89    | 0.00%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2550000 | PA      | $1349935.66   | 0.01%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   592600000 | PA      | $3403489.40   | 0.03%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140081.70    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $267340.08    | 0.00%             | 2026-10-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $969598.75    | 0.01%             | 2029-01-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $692929.32    | 0.01%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      600000 | PA      | $688117.49    | 0.01%             | 2030-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    12750000 | PA      | $1799207.63   | 0.02%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      535000 | PA      | $623236.03    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                           | SpareBank 1 SMN                                                                  | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $428081.53    | 0.00%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2100000 | PA      | $367091.73    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1450000 | PA      | $744672.09    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1158464.88   | 0.01%             | 2029-06-25      | Fixed         | 2.88%                 | 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      | $360573.17    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      550000 | PA      | $552665.18    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200436.83    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $222329.67    | 0.00%             | 2027-05-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $691776.40    | 0.01%             | 2032-02-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119534.52    | 0.00%             | 2035-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      500000 | PA      | $598384.47    | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108397.36    | 0.00%             | 2044-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1500000000 | PA      | $9748538.99   | 0.09%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $532824.01    | 0.01%             | 2033-08-02      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $456581.80    | 0.00%             | 2029-09-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $653966.95    | 0.01%             | 2050-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $455470.93    | 0.00%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108761.24    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AF4<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143431.22    | 0.00%             | 2026-08-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3685000 | PA      | $4718957.08   | 0.04%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      898000 | PA      | $682446.74    | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 41912000000 | PA      | $2689639.80   | 0.03%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $685386.58    | 0.01%             | 2030-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COLOPLAST FINANCE BV                                      | Coloplast Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900WUKMUUP16A4F62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $563744.49    | 0.01%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146033.04    | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AENA SME SA                                               | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $364604.43    | 0.00%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    12450000 | PA      | $15329781.13  | 0.14%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $113367.93    | 0.00%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFD0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $72037.07     | 0.00%             | 2025-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $565878.22    | 0.01%             | 2027-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE                                        | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | CUSIP: 000000000<br>LEI: 969500QISBFB1NW4SX83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $893730.32    | 0.01%             | 2052-06-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1050000 | PA      | $449838.76    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $228531.71    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229328.40    | 0.00%             | 2037-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $240890.17    | 0.00%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $103448.66    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $361209.43    | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   647000000 | PA      | $2970778.07   | 0.03%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $342653.71    | 0.00%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $689181.77    | 0.01%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228618.43    | 0.00%             | 2026-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 50166000000 | PA      | $3218199.57   | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                                          | easyJet FinCo BV                                                                 | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $503947.82    | 0.00%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137286.09    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $486336.49    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1835000 | PA      | $1980771.34   | 0.02%             | 2029-06-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1069441.47   | 0.01%             | 2029-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $880970.11    | 0.01%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | DBT              | CORP              | SE        |      900000 | PA      | $956519.79    | 0.01%             | 2028-11-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5630000 | PA      | $5433615.33   | 0.05%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $866074.79    | 0.01%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $662585.18    | 0.01%             | 2035-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $627762.00    | 0.01%             | 2026-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $115257.76    | 0.00%             | 2030-03-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6710000 | PA      | $1649131.33   | 0.02%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2307000 | PA      | $2561469.23   | 0.02%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6000000000 | PA      | $4387156.78   | 0.04%             | 2027-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $649920.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $291352.72    | 0.00%             | 2029-12-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     2150000 | PA      | $2487285.70   | 0.02%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1886000 | PA      | $2136750.87   | 0.02%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $202661.81    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231072.44    | 0.00%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1550000 | PA      | $1771566.86   | 0.02%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228205.19    | 0.00%             | 2036-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1551150000 | PA      | $9581420.33   | 0.09%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      200000 | PA      | $213261.90    | 0.00%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8163000 | PA      | $2457982.35   | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      350000 | PA      | $333578.80    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152889.46    | 0.00%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      472000 | PA      | $395942.28    | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $219537.10    | 0.00%             | 2038-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $516384.06    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      925000 | PA      | $876876.66    | 0.01%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2260000 | PA      | $2547435.51   | 0.02%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $273036.34    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                            | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143939.85    | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230055.14    | 0.00%             | 2033-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $275147.40    | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     3300000 | PA      | $2175656.43   | 0.02%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      920000 | PA      | $1084473.95   | 0.01%             | 2033-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1430000 | PA      | $1570660.83   | 0.01%             | 2027-06-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3380000 | PA      | $3220158.01   | 0.03%             | 2048-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                    | Sirius Real Estate Ltd                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |      100000 | PA      | $112998.71    | 0.00%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3603000 | PA      | $4159001.19   | 0.04%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $311775.48    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     6960000 | PA      | $3923226.17   | 0.04%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2846193.61   | 0.03%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5243000 | PA      | $4952524.84   | 0.05%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $680379.71    | 0.01%             | 2040-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DK1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146795.82    | 0.00%             | 2028-02-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $344038.44    | 0.00%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300868.69    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $466319.88    | 0.00%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214708.93    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $345339.42    | 0.00%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $416372.54    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE LTD                                             | Hydro One Ltd                                                                    | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139943.27    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $381676.38    | 0.00%             | 2033-11-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $471744.14    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2550000 | PA      | $2939094.78   | 0.03%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114725.31    | 0.00%             | 2032-07-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      900000 | PA      | $1027929.57   | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1850000 | PA      | $1817429.36   | 0.02%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151794.80    | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $253706.57    | 0.00%             | 2029-06-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $397898.72    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $610080.52    | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   131300000 | PA      | $18934981.48  | 0.18%             | 2034-07-04      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $573849.17    | 0.01%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARDIFF UNIVERSITY                                        | Cardiff University                                                               | CUSIP: 000000000<br>LEI: 549300OORZW54UVPSL54 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $77451.26     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $655394.63    | 0.01%             | 2029-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $461035.91    | 0.00%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $345929.59    | 0.00%             | 2031-11-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      375000 | PA      | $431533.08    | 0.00%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      330000 | PA      | $343676.57    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $231689.32    | 0.00%             | 2035-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $231888.74    | 0.00%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $499258.63    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226552.48    | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $218959.36    | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | ABS-O            | CORP              | GB        |      575000 | PA      | $782409.50    | 0.01%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342737.29    | 0.00%             | 2034-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $791328.81    | 0.01%             | 2028-04-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3180000 | PA      | $3203156.77   | 0.03%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      670000 | PA      | $474527.84    | 0.00%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3850000 | PA      | $541240.42    | 0.01%             | 2026-10-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $430347.53    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131634.64    | 0.00%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $262719.23    | 0.00%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220934.21    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113536.76    | 0.00%             | 2030-12-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   838550000 | PA      | $5410530.85   | 0.05%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $343955.88    | 0.00%             | 2028-07-02      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226802.05    | 0.00%             | 2032-04-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $214772.60    | 0.00%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $587890.07    | 0.01%             | 2033-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $280013.19    | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8478000 | PA      | $11390314.02  | 0.11%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   140730000 | PA      | $27043825.19  | 0.25%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $511431.57    | 0.00%             | 2030-07-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   137006000 | PA      | $6906604.20   | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $642782.31    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $2969363.51   | 0.03%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1066365.71   | 0.01%             | 2030-09-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     5600000 | PA      | $3567526.34   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $131727.41    | 0.00%             | 2028-10-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2423000 | PA      | $2749765.73   | 0.03%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $78591.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4810000 | PA      | $5422696.97   | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      350000 | PA      | $385371.79    | 0.00%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      900000 | PA      | $969404.02    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $555073.43    | 0.01%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $333014.04    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      455000 | PA      | $512899.26    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $694198.20    | 0.01%             | 2029-07-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $107307.08    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $421705.42    | 0.00%             | 2025-10-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $979415.93    | 0.01%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1001000 | PA      | $793666.56    | 0.01%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER BANK                                   | Santander Consumer Bank AG                                                       | CUSIP: 000000000<br>LEI: 5299002CRNX7K6KOL397 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $305932.63    | 0.00%             | 2030-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $626679.47    | 0.01%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137359.34    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $181490.20    | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $254592.39    | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $561049.39    | 0.01%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $116182.21    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      800000 | PA      | $917994.75    | 0.01%             | 2030-05-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE BANK                                            | Equitable Bank                                                                   | CUSIP: 000000000<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $566329.21    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $113746.96    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      300000 | PA      | $289496.48    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $573645.90    | 0.01%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10000000 | PA      | $483553.22    | 0.00%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351047.85    | 0.00%             | 2029-08-27      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $207520.36    | 0.00%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $559380.52    | 0.01%             | 2028-01-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $340363.14    | 0.00%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      310000 | PA      | $173898.38    | 0.00%             | 2030-11-27      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $227196.59    | 0.00%             | 2026-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCC5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $235088.89    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $219649.32    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $46287.10     | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231360.64    | 0.00%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3736900 | PA      | $3795872.22   | 0.04%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      132000 | PA      | $147336.78    | 0.00%             | 2026-11-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   131380000 | PA      | $18658564.07  | 0.18%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2400000 | PA      | $1366466.63   | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $322356.65    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1238623.95   | 0.01%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      850000 | PA      | $972508.32    | 0.01%             | 2037-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $210535.17    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24040000 | PA      | $4036327.66   | 0.04%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $786225.20    | 0.01%             | 2034-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   128600000 | PA      | $18393370.38  | 0.17%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $464081.26    | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $936452.16    | 0.01%             | 2037-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    18770000 | PA      | $1775792.09   | 0.02%             | 2034-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $911357.67    | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514186.49    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $33399.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1155132.54   | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      650000 | PA      | $921856.64    | 0.01%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1013135.71   | 0.01%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75211.81     | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106273.34    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |    19432000 | PA      | $23895770.23  | 0.22%             | 2029-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $176769.91    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $362069.68    | 0.00%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $434854.01    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $777858.95    | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   203900000 | PA      | $1379708.37   | 0.01%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $717599.00    | 0.01%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $198848.08    | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAC7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $75844.85     | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $347803.96    | 0.00%             | 2027-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $423105.35    | 0.00%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6420000 | PA      | $3021007.45   | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4700000 | PA      | $4389078.99   | 0.04%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $317945.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $458667.26    | 0.00%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $343532.09    | 0.00%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $303759.58    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $238929.77    | 0.00%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $361244.36    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $747747.49    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $109673.15    | 0.00%             | 2028-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      300000 | PA      | $237371.72    | 0.00%             | 2033-02-14      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $317643.47    | 0.00%             | 2029-08-09      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      150000 | PA      | $35247.32     | 0.00%             | 2025-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   688700000 | PA      | $2177374.37   | 0.02%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $160011.89    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $518892.36    | 0.00%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     7120000 | PA      | $8003559.08   | 0.08%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $993256.76    | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    49000000 | PA      | $348498.86    | 0.00%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1089412.49   | 0.01%             | 2028-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $512763.94    | 0.00%             | 2031-02-03      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1116866.90   | 0.01%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $447068.27    | 0.00%             | 2040-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6761240000 | PA      | $5065772.87   | 0.05%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2417000 | PA      | $2729576.06   | 0.03%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3739000 | PA      | $3813184.63   | 0.04%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $358458.84    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2600000 | PA      | $380213.51    | 0.00%             | 2030-04-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $66971619.76  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $341847.33    | 0.00%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2650000 | PA      | $764029.52    | 0.01%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $113554.46    | 0.00%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3420033.17   | 0.03%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4500000 | PA      | $224442.80    | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    53160000 | PA      | $1636888.02   | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $552715.20    | 0.01%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $234939.76    | 0.00%             | 2031-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1050000 | PA      | $1248434.69   | 0.01%             | 2028-07-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |     1334000 | PA      | $1502294.19   | 0.01%             | 2027-05-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $226721.36    | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4136000 | PA      | $3117322.49   | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $28741.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    18986000 | PA      | $10059796.90  | 0.09%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $671887.26    | 0.01%             | 2034-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                 | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $61962.49     | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200596.35    | 0.00%             | 2034-08-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAQ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109538.11    | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $919068.46    | 0.01%             | 2030-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSUR TRAV                                       | Mutuelle Assurance Travailleur Mutualiste SAM                                    | CUSIP: 000000000<br>LEI: 969500TGV20DWSIW1W82 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234964.71    | 0.00%             | 2036-02-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112410.14    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $116403.35    | 0.00%             | 2030-07-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107032.32    | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   495400000 | PA      | $2713521.11   | 0.03%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1170000 | PA      | $1138528.83   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      450000 | PA      | $397760.30    | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |     1050000 | PA      | $1166623.50   | 0.01%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     1000000 | PA      | $1112774.42   | 0.01%             | 2030-05-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2629000 | PA      | $1593571.19   | 0.01%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $320260.17    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                              | DBS Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      500000 | PA      | $556089.98    | 0.01%             | 2026-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347605.66    | 0.00%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $219511.50    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $628220.94    | 0.01%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3320000 | PA      | $2048074.92   | 0.02%             | 2029-03-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133891.97    | 0.00%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1343710 | PA      | $1284026.80   | 0.01%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75340.39     | 0.00%             | 2034-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $217562.30    | 0.00%             | 2030-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $618095.19    | 0.01%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231318.43    | 0.00%             | 2030-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANADA TORONTO                                   | Royal Bank of Canada/Toronto                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $235175.37    | 0.00%             | 2028-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $134264.60    | 0.00%             | 2028-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $698156.10    | 0.01%             | 2030-08-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8570000 | PA      | $9883603.45   | 0.09%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $114945.22    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224001.11    | 0.00%             | 2027-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      390000 | PA      | $138044.83    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144962.59    | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112126.55    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $246260.10    | 0.00%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $530158.27    | 0.00%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $231057.93    | 0.00%             | 2031-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $324301.44    | 0.00%             | 2028-09-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $912132.50    | 0.01%             | 2030-07-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      650000 | PA      | $420943.62    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $390529.21    | 0.00%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $599380.32    | 0.01%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $94787.29     | 0.00%             | 2033-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $112206.22    | 0.00%             | 2026-08-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      941000 | PA      | $1287880.05   | 0.01%             | 2034-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $451376.28    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $420902.02    | 0.00%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $510330.12    | 0.00%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                 | Bertelsmann SE & Co. KGaA                                                        | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $468030.64    | 0.00%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113986.10    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144243.88    | 0.00%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      100000 | PA      | $114684.91    | 0.00%             | 2035-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $226838.32    | 0.00%             | 2026-04-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9063000 | PA      | $6841683.82   | 0.06%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11400000 | PA      | $14354034.98  | 0.13%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   364550000 | PA      | $1370783.28   | 0.01%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      550000 | PA      | $644834.57    | 0.01%             | 2027-09-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAQ5<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $778685.37    | 0.01%             | 2036-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   136450000 | PA      | $857561.61    | 0.01%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $612021.95    | 0.01%             | 2029-11-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $227817.76    | 0.00%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $194817.00    | 0.00%             | 2031-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $738809.38    | 0.01%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9145000 | PA      | $2024435.36   | 0.02%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $614769.95    | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     3290000 | PA      | $3667677.99   | 0.03%             | 2040-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   114500000 | PA      | $17134560.23  | 0.16%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $636260.55    | 0.01%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1563000 | PA      | $949460.69    | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1180000 | PA      | $907859.65    | 0.01%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      500000 | PA      | $578881.34    | 0.01%             | 2032-05-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $377405.11    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76547.81     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1363070.23   | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BK/LUX                                    | China Construction Bank Corp Luxembourg Branch                                   | CUSIP: 000000000<br>LEI: 549300MPA2Q2UR7L0F82 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231992.72    | 0.00%             | 2026-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $468334.07    | 0.00%             | 2028-05-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $344629.67    | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $205288.16    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505FU3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70676.70     | 0.00%             | 2029-04-04      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $326418.70    | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 39000000000 | PA      | $2349517.68   | 0.02%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $12591.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $592376.26    | 0.01%             | 2032-01-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145900.02    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $346364.41    | 0.00%             | 2030-02-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71705.10     | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1170694.13   | 0.01%             | 2030-07-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3965375.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $33103.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                                           | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115913.17    | 0.00%             | 2032-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                        | Segro Capital Sarl                                                               | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |      300000 | PA      | $288093.32    | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $345360.56    | 0.00%             | 2031-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $44428.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150693.04    | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4100000 | PA      | $4710285.29   | 0.04%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      800000 | PA      | $1004217.29   | 0.01%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $449000.48    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                 | Siemens Energy Finance BV                                                        | CUSIP: 000000000<br>LEI: 529900GXHPSHYHBLHP23 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $475606.46    | 0.00%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $920298.07    | 0.01%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $565186.23    | 0.01%             | 2032-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $193877.77    | 0.00%             | 2031-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      341000 | PA      | $396997.34    | 0.00%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $115896.65    | 0.00%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   835750000 | PA      | $5215077.78   | 0.05%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RLB OBEROESTERREICH                                       | Raiffeisenlandesbank Oberoesterreich AG                                          | CUSIP: 000000000<br>LEI: I6SS27Q1Q3385V753S50 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $176676.09    | 0.00%             | 2035-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       60000 | PA      | $44344.85     | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4086000 | PA      | $5603071.73   | 0.05%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AH5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $158553.24    | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $106297.81    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      518000 | PA      | $732458.10    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $115435.04    | 0.00%             | 2033-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $798685.65    | 0.01%             | 2028-10-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $310279.49    | 0.00%             | 2026-12-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $540196.47    | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230900.08    | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $112596.58    | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $596211.88    | 0.01%             | 2031-02-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $904960.19    | 0.01%             | 2030-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAZ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $248195.27    | 0.00%             | 2027-03-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   367180000 | PA      | $891666.14    | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124033.57    | 0.00%             | 2033-05-23      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   108460000 | PA      | $16006165.48  | 0.15%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1453000 | PA      | $1670167.76   | 0.02%             | 2028-07-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $138164.45    | 0.00%             | 2041-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   125120000 | PA      | $5401473.85   | 0.05%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6460000 | PA      | $7660075.35   | 0.07%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1483000 | PA      | $1345319.04   | 0.01%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1701000 | PA      | $1923503.25   | 0.02%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $408204.43    | 0.00%             | 2030-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $393945.90    | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2240000000 | PA      | $2449011.75   | 0.02%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1193211.78   | 0.01%             | 2027-11-29      | Fixed         | 4.63%                 | No            |                  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      | $114064.63    | 0.00%             | 2029-03-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      870000 | PA      | $950461.50    | 0.01%             | 2028-09-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $663161.46    | 0.01%             | 2027-03-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $396112.00    | 0.00%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $860183.60    | 0.01%             | 2048-11-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $31050.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $999025.54    | 0.01%             | 2028-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $446340.04    | 0.00%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     7500000 | PA      | $8540611.47   | 0.08%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $477480.74    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197303.48    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WOHNEN SE                                        | Deutsche Wohnen SE                                                               | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $744448.86    | 0.01%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $408646.83    | 0.00%             | 2036-07-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $111842.64    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    56610000 | PA      | $2221048.96   | 0.02%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH WIDOWS LTD                                       | Scottish Widows Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $272328.89    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $200052.84    | 0.00%             | 2033-03-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     2150000 | PA      | $1378486.86   | 0.01%             | 2035-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NERVAL SAS                                                | Nerval SAS                                                                       | CUSIP: 000000000<br>LEI: 969500J6JIKQCN6GP325 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $216503.88    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $542216.61    | 0.01%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  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      | $227696.07    | 0.00%             | 2026-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $642637.95    | 0.01%             | 2031-04-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $790622.15    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $111735.47    | 0.00%             | 2035-03-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   363100000 | PA      | $1887733.23   | 0.02%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1520000 | PA      | $1250712.31   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $180388.23    | 0.00%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |     1296000 | PA      | $1184576.69   | 0.01%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225660.17    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     5000000 | PA      | $6019279.88   | 0.06%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      350000 | PA      | $311379.94    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2524000 | PA      | $1932876.48   | 0.02%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $523968.74    | 0.00%             | 2029-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $920432.27    | 0.01%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial Inc                                                                | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129020.58    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151203.44    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $110898.44    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |     1060000 | PA      | $1184123.98   | 0.01%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1078920000 | PA      | $2222230.79   | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                           | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |     1260000 | PA      | $1296910.37   | 0.01%             | 2033-02-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1159733.27   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                             | TMX Group Ltd                                                                    | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $303466.14    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    28450000 | PA      | $31477331.48  | 0.30%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $292817.95    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $1990034.34   | 0.02%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112408.15    | 0.00%             | 2026-06-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $532374.55    | 0.01%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                           | Pirelli & C SpA                                                                  | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $413378.38    | 0.00%             | 2029-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1000000 | PA      | $1139717.13   | 0.01%             | 2026-07-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      853000 | PA      | $952311.58    | 0.01%             | 2027-02-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY WM                                        | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $953571.12    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106602.51    | 0.00%             | 2030-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    37430000 | PA      | $8469918.07   | 0.08%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117885.44    | 0.00%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1107143.54   | 0.01%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   255650000 | PA      | $600940.95    | 0.01%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330749.86    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   494300000 | PA      | $2932503.13   | 0.03%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCC9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146939.27    | 0.00%             | 2030-02-22      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3690000 | PA      | $986164.44    | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $342581.77    | 0.00%             | 2035-01-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                         | Pension Insurance Corp PLC                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      863000 | PA      | $1145505.35   | 0.01%             | 2030-09-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120641.47    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1550000 | PA      | $1497267.66   | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234923.51    | 0.00%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $81628.50     | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $217648.94    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $120507.79    | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124816.20    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4699050.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142386.79    | 0.00%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      500000 | PA      | $573761.61    | 0.01%             | 2029-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $701714.75    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $906514.41    | 0.01%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $434876.43    | 0.00%             | 2028-03-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $459484.02    | 0.00%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $54125.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $342862.56    | 0.00%             | 2025-12-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      899000 | PA      | $1010866.82   | 0.01%             | 2029-07-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1015720.37   | 0.01%             | 2034-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $737440.15    | 0.01%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10270000 | PA      | $13261542.03  | 0.12%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11170000 | PA      | $1666240.31   | 0.02%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $388125.27    | 0.00%             | 2036-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAQ2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      188000 | PA      | $139988.14    | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $1250568.67   | 0.01%             | 2029-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $226635.37    | 0.00%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   535100000 | PA      | $3676473.46   | 0.03%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5000000 | PA      | $6704245.82   | 0.06%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338241.56    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $402948.77    | 0.00%             | 2031-05-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      625000 | PA      | $726208.65    | 0.01%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1550000 | PA      | $1434124.67   | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FINGRID OYJ                                               | Fingrid Oyj                                                                      | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $342536.51    | 0.00%             | 2029-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1106271.23   | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4160000 | PA      | $4910452.23   | 0.05%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $155521.45    | 0.00%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $513148.48    | 0.00%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114002.65    | 0.00%             | 2049-05-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7292000 | PA      | $8287471.91   | 0.08%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117512.14    | 0.00%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      970000 | PA      | $1243661.33   | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      750000 | PA      | $899780.10    | 0.01%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $24447.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $206884.75    | 0.00%             | 2030-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $353419.41    | 0.00%             | 2036-03-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONS FINAN AUTH                                  | First Nations Finance Authority                                                  | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $358855.35    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $456217.44    | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3157000 | PA      | $1629679.71   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7492000 | PA      | $1944624.75   | 0.02%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   532500000 | PA      | $3477176.73   | 0.03%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $97412.47     | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $956613.27    | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $304137.69    | 0.00%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                                   | Ontario Electricity Financial Corp                                               | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $226695.90    | 0.00%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   390000000 | PA      | $2681075.20   | 0.03%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AJ6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74802.74     | 0.00%             | 2029-02-13      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $118781.60    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1119690.51   | 0.01%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      526000 | PA      | $581119.60    | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   952750000 | PA      | $6178000.16   | 0.06%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $397486.37    | 0.00%             | 2042-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $338883.72    | 0.00%             | 2037-05-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $437530.68    | 0.00%             | 2029-06-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114660.97    | 0.00%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $484387.39    | 0.00%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $76835.48     | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120069.19    | 0.00%             | 2034-04-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $418347.02    | 0.00%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $295244.99    | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $235715.23    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $587388.52    | 0.01%             | 2044-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $305080.08    | 0.00%             | 2032-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $343214.95    | 0.00%             | 2033-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      180000 | PA      | $159495.25    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      550000 | PA      | $600717.23    | 0.01%             | 2028-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    18100000 | PA      | $2679919.58   | 0.03%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1016876.94   | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $317987.04    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365458.27    | 0.00%             | 2054-07-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $434027.51    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    40694000 | PA      | $45299868.98  | 0.43%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1152547.29   | 0.01%             | 2029-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KNAB NV                                                   | Knab NV                                                                          | CUSIP: 000000000<br>LEI: 549300772D1G8JPIUR96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $167476.41    | 0.00%             | 2036-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $943083.48    | 0.01%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115301.60    | 0.00%             | 2034-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $599536.60    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $395318.96    | 0.00%             | 2026-12-04      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $429203.51    | 0.00%             | 2028-10-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $232124.55    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      500000 | PA      | $572845.08    | 0.01%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $800829.64    | 0.01%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6780000 | PA      | $8138472.78   | 0.08%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086TY0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139876.36    | 0.00%             | 2028-07-31      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    20597000 | PA      | $5241149.92   | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1137679.04   | 0.01%             | 2029-10-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141956.71    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      500000 | PA      | $542671.27    | 0.01%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      250000 | PA      | $273536.60    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      200000 | PA      | $197466.06    | 0.00%             | 2031-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24150000 | PA      | $952563.00    | 0.01%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1089000 | PA      | $1123879.72   | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      450000 | PA      | $331156.10    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $288785.45    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1769770.44   | 0.02%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4591000 | PA      | $4037949.36   | 0.04%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $444986.68    | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    19820000 | PA      | $5144014.86   | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   135000000 | PA      | $19280478.94  | 0.18%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1224721.87   | 0.01%             | 2028-12-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1950000 | PA      | $2228829.49   | 0.02%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $308878.01    | 0.00%             | 2032-01-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3480000 | PA      | $2639605.17   | 0.02%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $164823.72    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     4300000 | PA      | $602831.17    | 0.01%             | 2027-03-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1049147.99   | 0.01%             | 2031-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1053370.20   | 0.01%             | 2028-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $127213.94    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2019610000 | PA      | $1537676.92   | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $889716.09    | 0.01%             | 2036-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $258166.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $250910.77    | 0.00%             | 2028-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $327725.97    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1277705.50   | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1411062.28  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $177587.74    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      521000 | PA      | $548048.83    | 0.01%             | 2045-08-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $399513.64    | 0.00%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      490000 | PA      | $558621.31    | 0.01%             | 2025-09-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                              | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $312427.71    | 0.00%             | 2029-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     1000000 | PA      | $1182683.35   | 0.01%             | 2028-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1299000 | PA      | $1582108.56   | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5040000 | PA      | $2678392.14   | 0.03%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $673530.05    | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                  | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $65639.39     | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   249450000 | PA      | $1468403.70   | 0.01%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209129.65    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $586957.55    | 0.01%             | 2032-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346649.50    | 0.00%             | 2034-06-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41420000 | PA      | $1433717.00   | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $1199787.30   | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $140043.17    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PEARSON FUNDING PLC                                       | Pearson Funding PLC                                                              | CUSIP: 000000000<br>LEI: 2138001ZJKQ5U81RMY52 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130563.22    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3918600000 | PA      | $3027715.45   | 0.03%             | 2052-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EL2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $304183.53    | 0.00%             | 2029-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228816.54    | 0.00%             | 2032-05-06      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $194517.78    | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      125000 | PA      | $77720.43     | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118701.93    | 0.00%             | 2043-01-18      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $337720.75    | 0.00%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5050000 | PA      | $5786579.47   | 0.05%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5771000 | PA      | $6817295.13   | 0.06%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $288228.89    | 0.00%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1353000 | PA      | $1498670.65   | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA                                     | BNP Paribas Fortis SA                                                            | CUSIP: 000000000<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $113833.77    | 0.00%             | 2025-10-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| OMNICOM CAPITAL HOLDINGS                                  | Omnicom Capital Holdings PLC                                                     | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211000.78    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6423000 | PA      | $5511886.39   | 0.05%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115240.11    | 0.00%             | 2027-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64600000 | PA      | $11421244.25  | 0.11%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1970000 | PA      | $1534118.09   | 0.01%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2950000 | PA      | $1887999.45   | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $638662.00    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL 1 CREDIT UNION                                    | Central 1 Credit Union                                                           | CUSIP: 154728AR0<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143191.69    | 0.00%             | 2026-01-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $722467.75    | 0.01%             | 2028-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2744010000 | PA      | $2269644.12   | 0.02%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DPC2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215156.13    | 0.00%             | 2026-03-10      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $235227.24    | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1291717.15   | 0.01%             | 2030-03-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1510000 | PA      | $1062850.06   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      780000 | PA      | $768314.82    | 0.01%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      950000 | PA      | $1205714.29   | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $248179.43    | 0.00%             | 2054-09-04      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $779572.27    | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1760000 | PA      | $1107408.36   | 0.01%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      300000 | PA      | $334766.13    | 0.00%             | 2036-10-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $230890.59    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $485845.51    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1155351.63   | 0.01%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110739.37    | 0.00%             | 2028-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $557364.00    | 0.01%             | 2028-01-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9207000 | PA      | $10146576.35  | 0.10%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRD0<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $150354.41    | 0.00%             | 2033-12-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                            | Stora Enso OYJ                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $237698.99    | 0.00%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1078053.59   | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $429639.16    | 0.00%             | 2028-10-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3500000 | PA      | $648606.03    | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1412239.15   | 0.01%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $784685.31    | 0.01%             | 2026-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $610406.11    | 0.01%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PKO BANK HIPOTECZNY                                       | PKO Bank Hipoteczny SA                                                           | CUSIP: 000000000<br>LEI: 259400ALN6AM4REPEA16 | Long             | DBT              | CORP              | PL        |      200000 | PA      | $226854.33    | 0.00%             | 2029-06-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $505018.82    | 0.00%             | 2030-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   575100000 | PA      | $2551840.55   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $665538.33    | 0.01%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     5859000 | PA      | $6679515.35   | 0.06%             | 2039-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 17626530000 | PA      | $10720327.05  | 0.10%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |     1000000 | PA      | $1144468.54   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   639950000 | PA      | $3446084.79   | 0.03%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221685.20    | 0.00%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    10000000 | PA      | $1439305.98   | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218192.93    | 0.00%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $688358.22    | 0.01%             | 2032-03-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $574012.47    | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      450000 | PA      | $463252.76    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $710740.49    | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      650000 | PA      | $357964.43    | 0.00%             | 2031-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7997000 | PA      | $9114385.06   | 0.09%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1034000 | PA      | $1167373.77   | 0.01%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $722506.42    | 0.01%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F                                  | Arval Service Lease SA/France                                                    | CUSIP: 000000000<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1300043.61   | 0.01%             | 2027-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $903096.13    | 0.01%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $671962.00    | 0.01%             | 2030-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224686.07    | 0.00%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10695000 | PA      | $14164427.16  | 0.13%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36817.85     | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $246047.27    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      786000 | PA      | $857841.71    | 0.01%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348052.97    | 0.00%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300818.09    | 0.00%             | 2034-04-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1060315.07   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $326870.03    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FC8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $143612.59    | 0.00%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIZEN TREASURY PLC                                      | Citizen Treasury PLC                                                             | CUSIP: 000000000<br>LEI: 213800U87S2B5BF1RO21 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $85632.58     | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $225757.91    | 0.00%             | 2035-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $211497.25    | 0.00%             | 2038-06-23      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $302855.98    | 0.00%             | 2030-08-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2620000 | PA      | $2766059.66   | 0.03%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3150000 | PA      | $1956622.24   | 0.02%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629W7N4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145059.01    | 0.00%             | 2032-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2030000 | PA      | $1015076.95   | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $346742.24    | 0.00%             | 2031-10-08      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6375000 | PA      | $8605614.95   | 0.08%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                    | EWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900L64X6KZZW19R71 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $185789.64    | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117482.97    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |           1 | NC      | $670034.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     3000000 | PA      | $3469437.69   | 0.03%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $844372.39    | 0.01%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2517050000 | PA      | $11485162.62  | 0.11%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133103.47    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      950000 | PA      | $954266.24    | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAU3<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144704.66    | 0.00%             | 2027-03-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      500000 | PA      | $564552.64    | 0.01%             | 2031-11-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $191678.93    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1340000 | PA      | $1567729.77   | 0.01%             | 2029-11-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $496351.08    | 0.00%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $198140.32    | 0.00%             | 2030-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1630000 | PA      | $1631294.41   | 0.02%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $600181.56    | 0.01%             | 2033-04-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2442000 | PA      | $2025825.82   | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1600000 | PA      | $1867293.44   | 0.02%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213731.94    | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      450000 | PA      | $521128.77    | 0.00%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40000000 | PA      | $1270890.17   | 0.01%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $222788.93    | 0.00%             | 2026-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $116238.55    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    30000000 | PA      | $3024857.72   | 0.03%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      590000 | PA      | $665728.07    | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1440000 | PA      | $1632398.66   | 0.02%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4113770000 | PA      | $2895447.14   | 0.03%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $317186.46    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3212100000 | PA      | $21080152.40  | 0.20%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $466991.82    | 0.00%             | 2037-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $178272.58    | 0.00%             | 2036-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $190264.34    | 0.00%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3460000 | PA      | $2463742.77   | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      300000 | PA      | $307764.61    | 0.00%             | 2029-09-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $805658.89    | 0.01%             | 2027-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229178.44    | 0.00%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $590680.50    | 0.01%             | 2032-11-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      775000 | PA      | $891784.88    | 0.01%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $165756.30    | 0.00%             | 2036-10-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $215307.06    | 0.00%             | 2028-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $446324.94    | 0.00%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117971.94    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342782.60    | 0.00%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $232378.05    | 0.00%             | 2031-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBR4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $128524.39    | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    26100000 | PA      | $3743156.05   | 0.04%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $661576.43    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $213970.43    | 0.00%             | 2037-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344334.91    | 0.00%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1035741.35   | 0.01%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $263929.77    | 0.00%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $475456.62    | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41200000 | PA      | $7509587.22   | 0.07%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233770.67    | 0.00%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $236361.89    | 0.00%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1600000 | PA      | $1575630.48   | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $560414.45    | 0.01%             | 2026-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $179847.36    | 0.00%             | 2031-11-25      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226514.79    | 0.00%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1560000 | PA      | $962899.86    | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4280000 | PA      | $4963392.09   | 0.05%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $562065.58    | 0.01%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     4580000 | PA      | $5412441.53   | 0.05%             | 2027-04-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      950000 | PA      | $601499.21    | 0.01%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137197.65    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $815339.09    | 0.01%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18200000 | PA      | $586666.25    | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                     | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $133514.29    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $310916.78    | 0.00%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $341641.50    | 0.00%             | 2025-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $853256.02    | 0.01%             | 2033-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2590000 | PA      | $1801405.54   | 0.02%             | 2029-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229878.26    | 0.00%             | 2031-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $226634.46    | 0.00%             | 2050-05-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $781326.93    | 0.01%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $94363.92     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $458798.90    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      393000 | PA      | $358302.85    | 0.00%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $445714.13    | 0.00%             | 2027-03-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $331538.98    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRH FIN UK PLC                                            | Crh Finance UK PLC                                                               | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $388437.79    | 0.00%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROMBIE REAL ESTATE INV                                   | Crombie Real Estate Investment Trust                                             | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              |  | CA        |      400000 | PA      | $292392.41    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $349482.90    | 0.00%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $642846.62    | 0.01%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $295340.79    | 0.00%             | 2032-07-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      670000 | PA      | $826836.62    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $694810.93    | 0.01%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $602062.03    | 0.01%             | 2030-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5421200000 | PA      | $4173873.08   | 0.04%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2686000 | PA      | $3060123.23   | 0.03%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204611.89    | 0.00%             | 2032-10-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123249.54    | 0.00%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      250000 | PA      | $279936.77    | 0.00%             | 2033-05-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $534306.98    | 0.01%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $257760.32    | 0.00%             | 2030-04-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18000000000 | PA      | $1225390.97   | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148545.09    | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1260322.04   | 0.01%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $582643.00    | 0.01%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      230000 | PA      | $240867.69    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1184738.69   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $349781.47    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $248314.48    | 0.00%             | 2028-06-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $129459.07    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $284807.21    | 0.00%             | 2032-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $231090.99    | 0.00%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $445532.19    | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     6120000 | PA      | $6438720.01   | 0.06%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY NL                                  | Reckitt Benckiser Treasury Services Nederland BV                                 | CUSIP: 000000000<br>LEI: 54930007FVPKN1NNHV37 | Long             | DBT              | CORP              | NL        |      416000 | PA      | $432129.74    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36582.79     | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   800000000 | PA      | $835547.72    | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $194746.93    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      400000 | PA      | $470188.22    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1487865.92   | 0.01%             | 2034-01-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2512515.01   | 0.02%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6361000 | PA      | $8199950.91   | 0.08%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $97919.88     | 0.00%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      520000 | PA      | $460060.31    | 0.00%             | 2049-04-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $349167.93    | 0.00%             | 2034-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      730000 | PA      | $844338.87    | 0.01%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $112643.14    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2946000 | PA      | $3056576.42   | 0.03%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $907918.16    | 0.01%             | 2030-12-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $872128.39    | 0.01%             | 2028-07-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $604301.51    | 0.01%             | 2035-01-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |      610000 | PA      | $689059.45    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                                   | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $986498.32    | 0.01%             | 2030-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    49920000 | PA      | $6821789.84   | 0.06%             | 2030-01-06      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                           | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118621.39    | 0.00%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $131635.89    | 0.00%             | 2031-07-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222498.70    | 0.00%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227305.19    | 0.00%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $804730.28    | 0.01%             | 2027-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      724000 | PA      | $817092.94    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                         | ARC Resources Ltd                                                                | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144420.42    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $457799.59    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $52135.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $209531.69    | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1070281.16   | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      123000 | PA      | $112750.90    | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $277937.56    | 0.00%             | 2027-01-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2650000 | PA      | $2825135.02   | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147876.63    | 0.00%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   411100000 | PA      | $2909109.57   | 0.03%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $735149.63    | 0.01%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1263645.14   | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $581461.45    | 0.01%             | 2030-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9570000 | PA      | $2301204.87   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1034381.60   | 0.01%             | 2031-01-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      450000 | PA      | $479184.89    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $334878.57    | 0.00%             | 2036-05-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   705900000 | PA      | $4078236.75   | 0.04%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $685127.42    | 0.01%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2700000 | PA      | $3313285.70   | 0.03%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      655000 | PA      | $732125.21    | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $671328.06    | 0.01%             | 2028-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $134173.30    | 0.00%             | 2039-11-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                   | SIG COMBIBLOC PURCHASER                                                          | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116654.95    | 0.00%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2980000 | PA      | $3411885.50   | 0.03%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111881.29    | 0.00%             | 2026-11-23      | Fixed         | 0.63%                 | No            |                  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      | $113528.74    | 0.00%             | 2032-12-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342517.09    | 0.00%             | 2032-09-07      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     3242000 | PA      | $2731905.21   | 0.03%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6840000 | PA      | $1799758.49   | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      750000 | PA      | $845771.49    | 0.01%             | 2027-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2458000 | PA      | $1490391.50   | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $660078.45    | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     2430000 | PA      | $2829747.92   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $539177.71    | 0.01%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3669400 | PA      | $4197635.51   | 0.04%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8576000 | PA      | $2194629.95   | 0.02%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   108200000 | PA      | $716320.43    | 0.01%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   800300000 | PA      | $5193811.67   | 0.05%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     7610000 | PA      | $8776877.93   | 0.08%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $644545.61    | 0.01%             | 2033-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      650000 | PA      | $606916.73    | 0.01%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $386614.03    | 0.00%             | 2027-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      680000 | PA      | $593255.75    | 0.01%             | 2034-10-10      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243519.86    | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    88360000 | PA      | $13237875.46  | 0.12%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $99147.43     | 0.00%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      335000 | PA      | $346353.96    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TELEKOM FINANZMANAGEMENT                                  | Telekom Finanzmanagement GmbH                                                    | CUSIP: 000000000<br>LEI: 529900V54UV5XQUK5S85 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $338508.00    | 0.00%             | 2026-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113792.80    | 0.00%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   585350000 | PA      | $3259756.90   | 0.03%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2500000 | PA      | $1526321.11   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $434639.87    | 0.00%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                          | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $318985.07    | 0.00%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $565840.84    | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GK7<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144064.17    | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $477705.60    | 0.00%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $578706.55    | 0.01%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   472650000 | PA      | $2143662.80   | 0.02%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1231650000 | PA      | $3787672.01   | 0.04%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $520684.69    | 0.00%             | 2028-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $602806.80    | 0.01%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153319.88    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    16490000 | PA      | $4135209.08   | 0.04%             | 2027-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $297971.36    | 0.00%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $591735.23    | 0.01%             | 2028-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1142592.04   | 0.01%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $94430.14     | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114770.88    | 0.00%             | 2026-02-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $465321.93    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   401300000 | PA      | $2626776.98   | 0.02%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $249221.98    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $142956.86    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     8500000 | PA      | $1231872.53   | 0.01%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345028.98    | 0.00%             | 2032-08-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $716624.34    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $545453.30    | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      370000 | PA      | $247198.64    | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116855.28    | 0.00%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    49550000 | PA      | $5002155.78   | 0.05%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $901147.10    | 0.01%             | 2029-03-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $757466.38    | 0.01%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $553306.41    | 0.01%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $455483.55    | 0.00%             | 2025-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7560000 | PA      | $8691666.87   | 0.08%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $109845.96    | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                 | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $578118.18    | 0.01%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $441249.41    | 0.00%             | 2027-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119187.06    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                           | NIE Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138009A8DWW2RUSXJ76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $525449.93    | 0.00%             | 2025-10-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147437.84    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1050000 | PA      | $1303124.08   | 0.01%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14000000 | PA      | $734733.08    | 0.01%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $587778.38    | 0.01%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANIMA HOLDING SPA                                         | Anima Holding SpA                                                                | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $110026.74    | 0.00%             | 2028-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL EURO FUNDING                                   | GE Capital European Funding Unlimited Co                                         | CUSIP: 000000000<br>LEI: YHZHHIVHTKEV7XROHS46 | Long             | DBT              | CORP              | IE        |       50000 | PA      | $58920.15     | 0.00%             | 2027-02-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      500000 | PA      | $586205.22    | 0.01%             | 2028-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2265693.92   | 0.02%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14007000 | PA      | $1318026.62   | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1565250000 | PA      | $10116645.14  | 0.10%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1196665.73   | 0.01%             | 2029-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $638448.50    | 0.01%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $567999.17    | 0.01%             | 2034-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   506150000 | PA      | $2028864.72   | 0.02%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| State of Israel                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      300000 | PA      | $335136.32    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      345000 | PA      | $369648.97    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31943BBZ2<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $72230.36     | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1530000 | PA      | $1293179.93   | 0.01%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225831.84    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      492000 | PA      | $557823.36    | 0.01%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     9326000 | PA      | $5812738.43   | 0.05%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   817750000 | PA      | $5328403.63   | 0.05%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                | CUSIP: 49456BAL5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      300000 | PA      | $340658.89    | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $742758.61    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $703119.98    | 0.01%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $371673.06    | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                  | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $461095.23    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $326093.28    | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SILFIN NV                                                 | Silfin NV                                                                        | CUSIP: 000000000<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $242446.83    | 0.00%             | 2030-07-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1409539.26   | 0.01%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $337913.16    | 0.00%             | 2027-04-06      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1073441.41   | 0.01%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73529.63     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $669953.69    | 0.01%             | 2026-08-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $207056.99    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $578882.66    | 0.01%             | 2030-06-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1881250000 | PA      | $1428542.26   | 0.01%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   283450000 | PA      | $43373027.28  | 0.41%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                       | Permanent TSB Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $593748.33    | 0.01%             | 2030-07-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                                          | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $325657.78    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $341736.93    | 0.00%             | 2025-10-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NZ BANK                                       | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $625796.55    | 0.01%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1312134.63   | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $274016.04    | 0.00%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $754763.90    | 0.01%             | 2028-01-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    21850000 | PA      | $2133512.66   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9000000000 | PA      | $562260.73    | 0.01%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $98912.15     | 0.00%             | 2031-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      325000 | PA      | $368936.48    | 0.00%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4930000 | PA      | $2565185.19   | 0.02%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    13025000 | PA      | $1734159.56   | 0.02%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      300000 | PA      | $317094.51    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $671123.73    | 0.01%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $682322.69    | 0.01%             | 2030-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $114721.93    | 0.00%             | 2027-03-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7253000 | PA      | $8347890.04   | 0.08%             | 2026-09-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357953.89    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357679.49    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $580708.71    | 0.01%             | 2029-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $147082.00    | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $738290.09    | 0.01%             | 2028-10-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115939.78    | 0.00%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      320000 | PA      | $212926.86    | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $131293.85    | 0.00%             | 2036-10-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $226338.26    | 0.00%             | 2026-12-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $273916.00    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $595855.78    | 0.01%             | 2030-03-13      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    15310000 | PA      | $1564467.42   | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $328232.35    | 0.00%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $333034.63    | 0.00%             | 2027-07-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                      | Omnicom Finance Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $348152.52    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $107785.08    | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   100000000 | PA      | $655152.52    | 0.01%             | 2027-06-09      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      599000 | PA      | $650024.26    | 0.01%             | 2027-11-08      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2318000 | PA      | $1926244.51   | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $654194.20    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $27938.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $344306.58    | 0.00%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $462565.39    | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $700355.93    | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $164303.22    | 0.00%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $716646.23    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22030000000 | PA      | $1377707.05   | 0.01%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5980000 | PA      | $6562105.08   | 0.06%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $939299.33    | 0.01%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      800000 | PA      | $924672.85    | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $461427.64    | 0.00%             | 2033-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $481441.62    | 0.00%             | 2032-09-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2999000 | PA      | $2978480.48   | 0.03%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $617037.47    | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $668477.49    | 0.01%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $534460.40    | 0.01%             | 2039-07-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1270000 | PA      | $1193931.63   | 0.01%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $243118.52    | 0.00%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG Industries Inc                                                               | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1587249.68   | 0.01%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $662083.54    | 0.01%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118736.43    | 0.00%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $779622.39    | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      700000 | PA      | $883152.27    | 0.01%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $74820.58     | 0.00%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227155.53    | 0.00%             | 2036-06-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $332309.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $316658.02    | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      794000 | PA      | $904418.45    | 0.01%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $889704.51    | 0.01%             | 2027-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $780694.00    | 0.01%             | 2026-11-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2010000 | PA      | $1406912.56   | 0.01%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2100000 | PA      | $2440142.67   | 0.02%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                      | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $236903.21    | 0.00%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1500000 | PA      | $969514.01    | 0.01%             | 2034-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $322713.34    | 0.00%             | 2031-03-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133741.86    | 0.00%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $225692.09    | 0.00%             | 2026-04-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LEEDS                                       | University of Leeds                                                              | CUSIP: 000000000<br>LEI: 213800S82DDTUZA6T344 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $84176.70     | 0.00%             | 2050-12-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $167265.90    | 0.00%             | 2026-10-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $586755.79    | 0.01%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1739151.06   | 0.02%             | 2034-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $825892.62    | 0.01%             | 2030-06-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131150.11    | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $332366.63    | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      170000 | PA      | $166971.90    | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $59905.25     | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $857402.55    | 0.01%             | 2028-12-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1421000 | PA      | $1615183.45   | 0.02%             | 2028-11-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $758344.94    | 0.01%             | 2027-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $384129.75    | 0.00%             | 2030-03-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      910000 | PA      | $768330.46    | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $40319.54     | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      790000 | PA      | $841091.85    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $211822.12    | 0.00%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $740091.16    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1206875.04   | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BK9<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147849.47    | 0.00%             | 2029-11-19      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   163130000 | PA      | $22437182.65  | 0.21%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    68200000 | PA      | $10342130.49  | 0.10%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                                    | Babcock International Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $472688.40    | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $530763.73    | 0.00%             | 2028-02-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1045000 | PA      | $203248.23    | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $587167.82    | 0.01%             | 2028-11-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      850000 | PA      | $1040512.44   | 0.01%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   330000000 | PA      | $2279393.22   | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $788323.67    | 0.01%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NORFINA LTD                                               | Norfina Ltd                                                                      | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $64928.56     | 0.00%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $699954.84    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1223969.56   | 0.01%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      456000 | PA      | $510664.83    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8480000 | PA      | $9728505.47   | 0.09%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      525000 | PA      | $644293.40    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $579986.99    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1290000 | PA      | $1472966.61   | 0.01%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1319921.01   | 0.01%             | 2029-02-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $693469.57    | 0.01%             | 2028-06-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1122733.52   | 0.01%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $471710.14    | 0.00%             | 2027-07-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2896000 | PA      | $1511021.20   | 0.01%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   609800000 | PA      | $4031617.12   | 0.04%             | 2026-09-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1164294.80   | 0.01%             | 2027-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      110000 | PA      | $124831.67    | 0.00%             | 2049-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $235432.84    | 0.00%             | 2032-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1187699.33   | 0.01%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346572.02    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   307200000 | PA      | $1668250.72   | 0.02%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $632895.25    | 0.01%             | 2029-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $446648.83    | 0.00%             | 2036-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3900000 | PA      | $2848067.13   | 0.03%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6841000 | PA      | $9153692.89   | 0.09%             | 2034-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $345355.49    | 0.00%             | 2037-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $1017931.44   | 0.01%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10706020 | PA      | $11618153.18  | 0.11%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $210020.54    | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3215000 | PA      | $3404053.87   | 0.03%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $411372.11    | 0.00%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $316372.66    | 0.00%             | 2029-12-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5204000 | PA      | $5757797.51   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $833404.11    | 0.01%             | 2027-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $142218.67    | 0.00%             | 2033-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $338527.94    | 0.00%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $593045.44    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $577848.94    | 0.01%             | 2031-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      975000 | PA      | $816478.43    | 0.01%             | 2035-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAC1<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $113695.14    | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAN6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154015.37    | 0.00%             | 2054-09-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $929108.94    | 0.01%             | 2028-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $646260.89    | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $264544.04    | 0.00%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                       | Repsol International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $656404.35    | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LUXEMBOURG                                  | Bank of China Ltd/Luxembourg                                                     | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |      300000 | PA      | $347491.23    | 0.00%             | 2026-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $474153.93    | 0.00%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $817146.05    | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1132731.04   | 0.01%             | 2034-09-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $207639.45    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $383188.32    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $411732.86    | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63850.78     | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2967548.94   | 0.03%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117402.98    | 0.00%             | 2031-02-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3700000 | PA      | $875868.41    | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $960056.40    | 0.01%             | 2029-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1176548.33   | 0.01%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115107.20    | 0.00%             | 2034-03-24      | Fixed         | 3.50%                 | No            |                  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      | $343055.45    | 0.00%             | 2032-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $621217.92    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $60669.64     | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154979.22    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $559055.98    | 0.01%             | 2027-05-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148647.87    | 0.00%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS FINA                                  | Vestas Wind Systems Finance BV                                                   | CUSIP: 000000000<br>LEI: 635400M3RVFQU3M7HW17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $298514.65    | 0.00%             | 2034-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3400000 | PA      | $1838932.64   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $564279.90    | 0.01%             | 2026-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $498083.48    | 0.00%             | 2027-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    32050000 | PA      | $231070.80    | 0.00%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8420000 | PA      | $1893466.82   | 0.02%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111190.03    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $648638.59    | 0.01%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $308462.05    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      460000 | PA      | $465589.48    | 0.00%             | 2031-07-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $522817.78    | 0.00%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $593933.90    | 0.01%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130605.59    | 0.00%             | 2055-06-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LTD                                     | Lendlease Finance Ltd                                                            | CUSIP: 000000000<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $56679.33     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      575000 | PA      | $368016.65    | 0.00%             | 2051-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $422779.39    | 0.00%             | 2028-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $548692.49    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2095000 | PA      | $1766426.09   | 0.02%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $737657.05    | 0.01%             | 2025-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $30328.83     | 0.00%             | 2031-07-16      | Fixed         | 3.38%                 | 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      | $112898.92    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    61380000 | PA      | $1896105.28   | 0.02%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214752.55    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4919000 | PA      | $4052457.69   | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                                  | Tesco Property Finance 3 PLC                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | ABS-CBDO         | CORP              | GB        |      689555 | PA      | $909438.20    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2610000 | PA      | $1915789.52   | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235535.79    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $210579.59    | 0.00%             | 2029-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $558034.92    | 0.01%             | 2026-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $350747.53    | 0.00%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $819977.15    | 0.01%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1007289.93   | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 23200000000 | PA      | $1446389.67   | 0.01%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $199227.56    | 0.00%             | 2033-09-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1900000000 | PA      | $2004760.85   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1665000 | PA      | $1823853.11   | 0.02%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $206192.97    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     4600000 | PA      | $672685.45    | 0.01%             | 2030-04-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      900000 | PA      | $1072436.80   | 0.01%             | 2029-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENBANK AS                                         | Raiffeisenbank AS                                                                | CUSIP: 000000000<br>LEI: 31570010000000004460 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $356384.41    | 0.00%             | 2030-06-05      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $232341.17    | 0.00%             | 2032-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8495000 | PA      | $2217400.29   | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $187407.37    | 0.00%             | 2033-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $1046628.14   | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HANN BETEILIGUNG NDS                                      | Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | CUSIP: 000000000<br>LEI: 391200ZYVJJCJO6H7178 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $87474.33     | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $568963.22    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $239404.68    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      475000 | PA      | $543684.45    | 0.01%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $450414.15    | 0.00%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $348031.53    | 0.00%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $231591.48    | 0.00%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $339485.57    | 0.00%             | 2030-09-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $118263.77    | 0.00%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $207548.49    | 0.00%             | 2052-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3000000 | PA      | $1922587.12   | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      300000 | PA      | $336843.96    | 0.00%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $388293.44    | 0.00%             | 2032-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |      100000 | PA      | $119570.18    | 0.00%             | 2029-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $281873.05    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $323213.00    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $313087.28    | 0.00%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73589.50     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                        | Balder Finland OYJ                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $211968.49    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $355599.09    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2999000 | PA      | $3377635.55   | 0.03%             | 2033-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $97708.40     | 0.00%             | 2031-04-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $584690.77    | 0.01%             | 2029-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $400736.29    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    79920000 | PA      | $218007.45    | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                         | OPB Finance Trust                                                                | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $288616.92    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $502440.03    | 0.00%             | 2026-12-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67793.97     | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $428513.38    | 0.00%             | 2031-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $516026.43    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $446135.00    | 0.00%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223434.92    | 0.00%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353464.78    | 0.00%             | 2035-11-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227802.70    | 0.00%             | 2032-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7530000 | PA      | $2173356.56   | 0.02%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116920.31    | 0.00%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2170000 | PA      | $1159297.66   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353967.81    | 0.00%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   374200000 | PA      | $1758421.09   | 0.02%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $472504.02    | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    95000000 | PA      | $4119452.65   | 0.04%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $539068.56    | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $37189.12     | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $519303.04    | 0.00%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $111826.95    | 0.00%             | 2039-03-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129636.97    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2700000 | PA      | $446769.33    | 0.00%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    12130000 | PA      | $13897485.87  | 0.13%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    28000000 | PA      | $4002199.69   | 0.04%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    66520000 | PA      | $9870067.79   | 0.09%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 88431000000 | PA      | $5451025.17   | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      400000 | PA      | $488366.13    | 0.00%             | 2032-06-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $212802.93    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   264650000 | PA      | $1162102.32   | 0.01%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5060000 | PA      | $5615999.29   | 0.05%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $225088.45    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $562834.34    | 0.01%             | 2034-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $513749.73    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $84360.84     | 0.00%             | 2036-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27269000000 | PA      | $1728924.32   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $647939.62    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $590176.69    | 0.01%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $663554.93    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9380000 | PA      | $2267642.62   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $710904.29    | 0.01%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344817.87    | 0.00%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $143684.79    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $896980.43    | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152293.99    | 0.00%             | 2036-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   432300000 | PA      | $2127282.77   | 0.02%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $524267.86    | 0.00%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1754000 | PA      | $2034945.15   | 0.02%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1380900000 | PA      | $7850356.43   | 0.07%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227398.51    | 0.00%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $261310.59    | 0.00%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $850701.61    | 0.01%             | 2032-07-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $265312.46    | 0.00%             | 2029-10-09      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES            | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    71490000 | NS      | $71490000.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      375000 | PA      | $415869.17    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      250000 | PA      | $262653.41    | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3755944.79   | 0.04%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353661.57    | 0.00%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   614100000 | PA      | $3082798.98   | 0.03%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $185148.38    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1000000 | PA      | $1105275.86   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $298182.16    | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $185887.46    | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1455947.93   | 0.01%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $68412.75     | 0.00%             | 2040-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TDC Net AS                                                | TDC Net AS                                                                       | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $254508.90    | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     8200000 | PA      | $8454313.04   | 0.08%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     1225000 | PA      | $954852.63    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $302347.37    | 0.00%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $571411.12    | 0.01%             | 2030-01-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAH2<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142417.17    | 0.00%             | 2026-06-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $449073.46    | 0.00%             | 2034-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 374825AL1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72883.28     | 0.00%             | 2031-11-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $1853860.95   | 0.02%             | 2031-04-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $355261.57    | 0.00%             | 2027-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345300.29    | 0.00%             | 2031-03-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $680677.35    | 0.01%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $300213.28    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      316000 | PA      | $357133.31    | 0.00%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57415000 | PA      | $1782583.29   | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAD7<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150422.16    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                                  | Mercedes-Benz Finance Canada Inc                                                 | CUSIP: 58769CAA0<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294161.94    | 0.00%             | 2026-06-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6360000 | PA      | $6979073.40   | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |      450000 | PA      | $536032.02    | 0.01%             | 2031-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226196.27    | 0.00%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $982989.52    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68992.18     | 0.00%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $430077.38    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $340650.94    | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5703230000 | PA      | $4033890.14   | 0.04%             | 2055-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $420378.03    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1033217.37   | 0.01%             | 2030-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      450000 | PA      | $515259.05    | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1510000 | PA      | $1553339.41   | 0.01%             | 2029-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $229951.69    | 0.00%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349804.90    | 0.00%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7561000 | PA      | $8525153.80   | 0.08%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $229122.26    | 0.00%             | 2033-05-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $282550.58    | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $122407.64    | 0.00%             | 2035-04-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      850000 | PA      | $989299.65    | 0.01%             | 2027-10-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92833.82     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2400000 | PA      | $1412460.20   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4340000 | PA      | $5533265.31   | 0.05%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $496410.37    | 0.00%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $587092.70    | 0.01%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $655980.69    | 0.01%             | 2030-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      125000 | PA      | $145931.11    | 0.00%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    18640000 | PA      | $24394787.21  | 0.23%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4516410000 | PA      | $3137391.33   | 0.03%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $260698.90    | 0.00%             | 2025-12-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $444937.25    | 0.00%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $300918.96    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $117668.56    | 0.00%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      800000 | PA      | $894663.29    | 0.01%             | 2027-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1200000 | PA      | $780601.12    | 0.01%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $362134.41    | 0.00%             | 2037-06-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1651519.76   | 0.02%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 000000000<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      400000 | PA      | $532213.67    | 0.01%             | 2028-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1021000 | PA      | $988309.96    | 0.01%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1750000 | PA      | $1943738.42   | 0.02%             | 2027-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $222531.80    | 0.00%             | 2027-09-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $555880.85    | 0.01%             | 2027-02-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1132600000 | PA      | $7393917.21   | 0.07%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      400000 | PA      | $385357.45    | 0.00%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1262119.75   | 0.01%             | 2026-12-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137523.43    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $946436.18    | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      685000 | PA      | $588918.75    | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $220985.40    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3000000 | PA      | $3419856.65   | 0.03%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $568566.82    | 0.01%             | 2034-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      100000 | PA      | $97997.97     | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $227878.41    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6210000 | PA      | $4122784.98   | 0.04%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $329662.96    | 0.00%             | 2029-04-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      800000 | PA      | $934005.27    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $610484.59    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $324889.43    | 0.00%             | 2030-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73263.80     | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      730000 | PA      | $757245.93    | 0.01%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $776774.05    | 0.01%             | 2035-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAT5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108255.66    | 0.00%             | 2025-09-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $455984.41    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514565.61    | 0.00%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITY OF WINNIPEG                                          | City of Winnipeg Canada                                                          | CUSIP: 975026HD0<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $207389.09    | 0.00%             | 2064-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    95000000 | PA      | $13486326.87  | 0.13%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $115270.02    | 0.00%             | 2056-05-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $575845.99    | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2907340 | PA      | $2140565.80   | 0.02%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $131444.34    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $589411.76    | 0.01%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591834.16    | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1527913.44   | 0.01%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127816.78    | 0.00%             | 2036-09-12      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71201.73     | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5568000 | PA      | $1618652.97   | 0.02%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $215750.16    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $617831.88    | 0.01%             | 2026-10-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                            | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $584903.12    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3300000 | PA      | $860476.82    | 0.01%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER AUSGLEICHSZ                                  | KAF Kaerntner Ausgleichszahlungs-Fonds                                           | CUSIP: 000000000<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      450000 | PA      | $413621.48    | 0.00%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      560000 | PA      | $628342.34    | 0.01%             | 2030-11-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMVEST RCF CUSTODIAN BV                                   | Amvest RCF Custodian BV                                                          | CUSIP: 000000000<br>LEI: 72450023I38I1JFQ9376 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231893.64    | 0.00%             | 2030-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $889421.12    | 0.01%             | 2027-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4000000 | PA      | $4435842.47   | 0.04%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   135500000 | PA      | $20062381.41  | 0.19%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145704.63    | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $233609.44    | 0.00%             | 2030-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   236950000 | PA      | $1455093.67   | 0.01%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $880041.89    | 0.01%             | 2027-07-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114099.68    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $348394.06    | 0.00%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3648000 | PA      | $4183589.33   | 0.04%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1255000 | PA      | $1415056.11   | 0.01%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      610000 | PA      | $885403.44    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5860000 | PA      | $5983225.90   | 0.06%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $329672.84    | 0.00%             | 2039-10-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2492300000 | PA      | $13076717.31  | 0.12%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263839.82    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $84846.24     | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $111581.86    | 0.00%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                    | Booking Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $239941.37    | 0.00%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $106842.24    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   331550000 | PA      | $904409.03    | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $501308.79    | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3960000 | PA      | $2435411.80   | 0.02%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116119.49    | 0.00%             | 2036-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1018739.18   | 0.01%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $218389.13    | 0.00%             | 2027-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $455932.72    | 0.00%             | 2029-10-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      472000 | PA      | $503812.27    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1325000 | PA      | $1470895.83   | 0.01%             | 2026-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $231317.08    | 0.00%             | 2026-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $359634.60    | 0.00%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      510000 | PA      | $553022.54    | 0.01%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4711000 | PA      | $4770340.89   | 0.04%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $346867.13    | 0.00%             | 2027-05-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANMARKS SKIBSKREDIT AS                                   | Danmarks Skibskredit A/S                                                         | CUSIP: 000000000<br>LEI: 549300T70JXFWEXCK295 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $228976.41    | 0.00%             | 2031-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $575471.34    | 0.01%             | 2033-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $887662.62    | 0.01%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $967280.17    | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2754270 | PA      | $3597601.98   | 0.03%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $577444.72    | 0.01%             | 2028-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $977170.99    | 0.01%             | 2028-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TATRA BANKA AS                                            | Tatra Banka as                                                                   | CUSIP: 000000000<br>LEI: 3157002JBFAI478MD587 | Long             | DBT              | CORP              | SK        |      400000 | PA      | $475149.59    | 0.00%             | 2030-04-29      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7080000 | PA      | $1723395.97   | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      300000 | PA      | $342744.40    | 0.00%             | 2025-11-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    12139000 | PA      | $13655953.80  | 0.13%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3529135.57   | 0.03%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226063.15    | 0.00%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1600000 | PA      | $1665588.93   | 0.02%             | 2029-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $856029.16    | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      100000 | PA      | $74621.86     | 0.00%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $670456.59    | 0.01%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $657731.24    | 0.01%             | 2028-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110608.35    | 0.00%             | 2028-04-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $230279.77    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $97665.02     | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1132258.53   | 0.01%             | 2030-06-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1436726.69   | 0.01%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2161650000 | PA      | $13760009.31  | 0.13%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $225590.63    | 0.00%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIVAUDAN)                                       | Argentum Netherlands BV for Givaudan SA                                          | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $541488.52    | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $471918.28    | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $455264.32    | 0.00%             | 2027-11-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      307000 | PA      | $311555.85    | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $59213.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4872000 | PA      | $5272681.25   | 0.05%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3405000 | PA      | $4510987.56   | 0.04%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      300000 | PA      | $293913.36    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAR7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $173180.58    | 0.00%             | 2036-11-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      308000 | PA      | $349872.16    | 0.00%             | 2026-05-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231257.12    | 0.00%             | 2032-06-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      900000 | PA      | $991690.29    | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $142559.95    | 0.00%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $83738.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $586972.47    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5000000 | PA      | $5577679.56   | 0.05%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145720.96    | 0.00%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $165896.90    | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141398.94    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAX8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $205074.83    | 0.00%             | 2039-03-03      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    10900000 | PA      | $12122123.74  | 0.11%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                | NAV Canada                                                                       | CUSIP: 62895ZAQ3<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $56247.19     | 0.00%             | 2050-09-29      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $344001.59    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $580833.78    | 0.01%             | 2036-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5190000 | PA      | $3176384.39   | 0.03%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $362064.42    | 0.00%             | 2042-01-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $141763.35    | 0.00%             | 2041-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      850000 | PA      | $954892.84    | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $365853.76    | 0.00%             | 2034-03-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115206.46    | 0.00%             | 2036-01-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229406.09    | 0.00%             | 2034-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $91103.86     | 0.00%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2750000 | PA      | $2025390.80   | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2000000 | PA      | $78027.15     | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1143815.45   | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086SY1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139079.12    | 0.00%             | 2033-01-28      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $810378.19    | 0.01%             | 2033-05-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $440349.08    | 0.00%             | 2028-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEASYS SPA                                                | Leasys SpA                                                                       | CUSIP: 000000000<br>LEI: 5493009CCXH3RNCA7U43 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1043157.30   | 0.01%             | 2029-01-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $453214.12    | 0.00%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CQX7<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $36062.93     | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4908000 | PA      | $4963401.58   | 0.05%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $379513.06    | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $237776.16    | 0.00%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $361125.04    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      521000 | PA      | $347586.03    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4800000 | PA      | $4787821.19   | 0.05%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3000000000 | PA      | $2215774.56   | 0.02%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $44868.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                             | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |      100000 | PA      | $129599.45    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     9093000 | PA      | $9976876.85   | 0.09%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    17300000 | PA      | $2507345.41   | 0.02%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      600000 | PA      | $360307.04    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $232097.48    | 0.00%             | 2034-06-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $394855.78    | 0.00%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $259177.67    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $417346.83    | 0.00%             | 2030-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    72900000 | PA      | $10920289.76  | 0.10%             | 2033-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $634583.60    | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $546790.15    | 0.01%             | 2027-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $344005.62    | 0.00%             | 2030-03-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $465215.92    | 0.00%             | 2029-02-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $115885.34    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1200000 | PA      | $1365613.06   | 0.01%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $487170.46    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1916777.48   | 0.02%             | 2029-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      711000 | PA      | $766423.90    | 0.01%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1019312.02   | 0.01%             | 2032-02-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      289000 | PA      | $356760.97    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | 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      | $114111.71    | 0.00%             | 2030-05-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCC6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140541.90    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1768562.52   | 0.02%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342710.03    | 0.00%             | 2034-05-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $115990.46    | 0.00%             | 2032-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $322187.25    | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1950000 | PA      | $1242659.70   | 0.01%             | 2025-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $127157.63    | 0.00%             | 2036-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $651240.44    | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAY8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227714.89    | 0.00%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $701201.84    | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   674950000 | PA      | $3489529.90   | 0.03%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AC7<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $395790.56    | 0.00%             | 2030-09-11      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $466211.47    | 0.00%             | 2047-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      570000 | PA      | $399090.10    | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $806272.93    | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1225313.46   | 0.01%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      595000 | PA      | $677235.51    | 0.01%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                             | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      650000 | PA      | $740846.13    | 0.01%             | 2025-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1160000 | PA      | $829191.64    | 0.01%             | 2026-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $576555.32    | 0.01%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $452961.36    | 0.00%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $680744.15    | 0.01%             | 2026-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                        | National Grid Electricity Distribution East Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $237135.52    | 0.00%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14100000 | PA      | $3605293.83   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114004.02    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $111227.59    | 0.00%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $357087.17    | 0.00%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1509954.16   | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   255350000 | PA      | $1172818.86   | 0.01%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $225668.38    | 0.00%             | 2034-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    91930000 | PA      | $15771950.53  | 0.15%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17023.39     | 0.00%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     7787000 | PA      | $4680232.58   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $282983.12    | 0.00%             | 2032-03-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | Optus Finance Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $740226.40    | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330372.08    | 0.00%             | 2028-05-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                   | Greene King Finance PLC                                                          | CUSIP: 000000000<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |      116025 | PA      | $142222.26    | 0.00%             | 2035-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3860000 | PA      | $2777430.99   | 0.03%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $104970.48    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $101786.79    | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $128114.75    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      320000 | PA      | $328047.07    | 0.00%             | 2032-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1721000 | PA      | $1584890.58   | 0.01%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |     1200000 | PA      | $1456691.62   | 0.01%             | 2029-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZURICH                                          | Canton of Zurich                                                                 | CUSIP: 000000000<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $351061.30    | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2903000 | PA      | $3873836.31   | 0.04%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $559790.84    | 0.01%             | 2035-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $109252.14    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     6724000 | PA      | $7330923.81   | 0.07%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $470185.54    | 0.00%             | 2030-01-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      830000 | PA      | $466044.99    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1471360.39   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1630000 | PA      | $1880683.38   | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $513996.55    | 0.00%             | 2026-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    22484000 | PA      | $3343438.06   | 0.03%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KA2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $279271.00    | 0.00%             | 2028-03-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      957000 | PA      | $992480.61    | 0.01%             | 2033-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $306011.46    | 0.00%             | 2055-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4530000 | PA      | $5339114.04   | 0.05%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $1041833.05   | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      300000 | PA      | $336169.52    | 0.00%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $467171.72    | 0.00%             | 2029-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $365115.34    | 0.00%             | 2030-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1043028.19   | 0.01%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      619000 | PA      | $744918.14    | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $580283.74    | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $856914.37    | 0.01%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340956.48    | 0.00%             | 2030-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342430.32    | 0.00%             | 2034-05-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOCIETATEA NATIONALA DE                                   | Societatea Nationala de Gaze Naturale ROMGAZ SA                                  | CUSIP: 000000000<br>LEI: 2549009R7KJ38D9RW354 | Long             | DBT              | CORP              | RO        |      300000 | PA      | $349437.41    | 0.00%             | 2029-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $714080.01    | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223799.97    | 0.00%             | 2037-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4117000 | PA      | $4682565.46   | 0.04%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1607000 | PA      | $1233469.09   | 0.01%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8440000 | PA      | $2286737.38   | 0.02%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    21725000 | PA      | $3288471.01   | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $28441.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1131058.30   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $231295.66    | 0.00%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $391357.15    | 0.00%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $454146.41    | 0.00%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTCONNEX FINANCE CO PT                                  | WestConnex Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $87121.90     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $657216.53    | 0.01%             | 2033-02-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   462250000 | PA      | $2578701.47   | 0.02%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115102.82    | 0.00%             | 2030-05-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $371476.78    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      800000 | PA      | $1028482.89   | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $337899.02    | 0.00%             | 2037-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    20361000 | PA      | $22299867.03  | 0.21%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DAA FINANCE PLC                                           | DAA Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 635400KLDJPEGQCL6H42 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $559602.54    | 0.01%             | 2032-11-05      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1033000 | PA      | $1189086.97   | 0.01%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $288606.89    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $522679.69    | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   628400000 | PA      | $4101969.80   | 0.04%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11960000 | PA      | $1791817.46   | 0.02%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12262000 | PA      | $10611988.84  | 0.10%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1450000 | PA      | $891754.32    | 0.01%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      418000 | PA      | $465492.17    | 0.00%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      428000 | PA      | $430663.33    | 0.00%             | 2035-10-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5176000 | PA      | $5225890.78   | 0.05%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    17120000 | PA      | $744570.46    | 0.01%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71594.38     | 0.00%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233011.29    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      375000 | PA      | $429707.64    | 0.00%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $623126.99    | 0.01%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111982.85    | 0.00%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $724294.01    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $652201.67    | 0.01%             | 2030-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $673001.34    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3160000 | PA      | $421531.33    | 0.00%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217849.13    | 0.00%             | 2028-12-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226959.14    | 0.00%             | 2031-03-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $566909.37    | 0.01%             | 2031-01-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $406979.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1370000 | PA      | $1516575.97   | 0.01%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65183.34     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113230.48    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356061.40    | 0.00%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2221031.63   | 0.02%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $752888.45    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1196000 | PA      | $1310860.70   | 0.01%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      597000 | PA      | $700904.95    | 0.01%             | 2031-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                        | John Deere Bank SA                                                               | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $408247.15    | 0.00%             | 2029-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $805716.83    | 0.01%             | 2033-01-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      100000 | PA      | $127297.46    | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116380.96    | 0.00%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14000000 | PA      | $2625594.19   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $244198.42    | 0.00%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $538627.26    | 0.01%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     9550000 | PA      | $1458963.24   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $396824.35    | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    95890000 | PA      | $13978773.65  | 0.13%             | 2034-04-12      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $410754.25    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      510000 | PA      | $538572.63    | 0.01%             | 2032-08-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $999329.90    | 0.01%             | 2030-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $436659.69    | 0.00%             | 2028-07-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $192359.97    | 0.00%             | 2038-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-256925.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $351984.49    | 0.00%             | 2029-07-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     2150000 | PA      | $2699285.33   | 0.03%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10860000 | PA      | $13860070.43  | 0.13%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109913.68    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114759.25    | 0.00%             | 2035-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5447000 | PA      | $5903926.86   | 0.06%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    26085000 | PA      | $2372920.49   | 0.02%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $171423.74    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      100000 | PA      | $118038.92    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $578439.17    | 0.01%             | 2033-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                         | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109576.32    | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $580120.98    | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237994.48    | 0.00%             | 2030-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $341285.38    | 0.00%             | 2030-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1414932.14   | 0.01%             | 2032-12-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112742.86    | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAM6<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137893.81    | 0.00%             | 2031-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $2014624.09   | 0.02%             | 2031-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18267000 | PA      | $792105.70    | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $249615.50    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $686479.51    | 0.01%             | 2037-02-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      650000 | PA      | $779760.09    | 0.01%             | 2030-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     2000000 | PA      | $1296342.02   | 0.01%             | 2029-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $643450.26    | 0.01%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228335.40    | 0.00%             | 2030-05-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                            | ISS Global A/S                                                                   | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |      350000 | PA      | $391849.20    | 0.00%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $705794.69    | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1016150000 | PA      | $523163.73    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $96246.07     | 0.00%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    79390000 | PA      | $13988461.60  | 0.13%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |     1305000 | PA      | $1285182.55   | 0.01%             | 2031-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1340000 | PA      | $1500511.95   | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACX6<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216892.01    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   102450000 | PA      | $15453963.56  | 0.15%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2128000 | PA      | $1821189.19   | 0.02%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |   134630000 | PA      | $20380577.04  | 0.19%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                           | HOWOGE Wohnungsbaugesellschaft mbH                                               | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $850386.87    | 0.01%             | 2028-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      750000 | PA      | $883041.88    | 0.01%             | 2027-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $947182.82    | 0.01%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $341492.77    | 0.00%             | 2030-07-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      520000 | PA      | $577099.39    | 0.01%             | 2027-09-05      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7061000 | PA      | $7559225.19   | 0.07%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  7600000000 | PA      | $515266.34    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JM4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $654051.88    | 0.01%             | 2026-11-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    24500000 | PA      | $3656505.67   | 0.03%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                        | ANZ New Zealand International Ltd.                                               | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      550000 | PA      | $572848.48    | 0.01%             | 2029-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $163926.84    | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| S-PANKKI OYJ                                              | S-Pankki Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700FTBNXAUN57RH30 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1154430.15   | 0.01%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                                   | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $380359.34    | 0.00%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $568260.86    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $661646.45    | 0.01%             | 2030-10-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $442906.58    | 0.00%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104446.58    | 0.00%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      700000 | PA      | $801616.86    | 0.01%             | 2028-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $248314.95    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1939927.47   | 0.02%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      360000 | PA      | $393441.30    | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2360000 | PA      | $1695902.03   | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      925000 | PA      | $987023.00    | 0.01%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GAS NETWORKS IRELAND                                      | GAS Networks Ireland                                                             | CUSIP: 000000000<br>LEI: 54930043FTE0M50CGG56 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $345842.12    | 0.00%             | 2030-09-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $554017.68    | 0.01%             | 2033-04-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $511510.07    | 0.00%             | 2031-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6150000 | PA      | $7095112.93   | 0.07%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $409213.12    | 0.00%             | 2028-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2865000 | PA      | $850077.70    | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $227253.14    | 0.00%             | 2032-06-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JT6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $62971.21     | 0.00%             | 2042-02-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $324039.15    | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK CAPITAL FINANCE                                    | Mohawk Capital Finance SA                                                        | CUSIP: 000000000<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $337070.06    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1033000 | PA      | $1056897.66   | 0.01%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $1956518.49   | 0.02%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227442.48    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $848909.95    | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      457000 | PA      | $477420.06    | 0.00%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     7378000 | PA      | $660852.14    | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $609164.90    | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      550000 | PA      | $534947.53    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1426550000 | PA      | $8902364.08   | 0.08%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $612346.22    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204367.35    | 0.00%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      627000 | PA      | $658165.75    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $113288.50    | 0.00%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107398.36    | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $353902.18    | 0.00%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BEVCO LUX SARL                                            | Bevco Lux Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900A04GL02604LJ24 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $445087.49    | 0.00%             | 2027-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $217545.42    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $465474.16    | 0.00%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $653201.91    | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1180000 | PA      | $1305985.40   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $327080.54    | 0.00%             | 2029-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      583000 | PA      | $660521.51    | 0.01%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328700000 | PA      | $1989797.33   | 0.02%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $314171.77    | 0.00%             | 2032-01-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $480054.21    | 0.00%             | 2035-07-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   198730000 | PA      | $34606814.96  | 0.33%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2750000 | PA      | $1986822.98   | 0.02%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229447.21    | 0.00%             | 2031-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107134.07    | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $332441.29    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $480239.48    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $230311.32    | 0.00%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      450000 | PA      | $516600.32    | 0.00%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   708300000 | PA      | $3964680.41   | 0.04%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $461979.01    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $254277.57    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5222000 | PA      | $6193395.72   | 0.06%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $411377.05    | 0.00%             | 2041-10-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $603356.72    | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $530445.66    | 0.00%             | 2032-01-12      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ALBERTA POWERLINE LP                                      | Alberta Powerline LP                                                             | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      196133 | PA      | $124238.53    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Metro Inc                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108606.84    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KJ3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147733.44    | 0.00%             | 2027-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75549.54     | 0.00%             | 2031-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $405951.75    | 0.00%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      535000 | PA      | $238327.61    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $570521.96    | 0.01%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298275.37    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $792616.70    | 0.01%             | 2031-02-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                           | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $457595.89    | 0.00%             | 2029-11-05      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $463744.46    | 0.00%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $128859.79    | 0.00%             | 2026-02-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4591000 | PA      | $2289225.22   | 0.02%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $427797.15    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $592051.88    | 0.01%             | 2028-10-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1890000 | PA      | $1567026.47   | 0.01%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   519350000 | PA      | $3232889.55   | 0.03%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $243168.24    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      200000 | PA      | $227357.30    | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118866.80    | 0.00%             | 2029-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      825000 | PA      | $826873.74    | 0.01%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $1386460.82   | 0.01%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $577728.03    | 0.01%             | 2035-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| H LUNDBECK A/S                                            | H Lundbeck A/S                                                                   | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | DBT              | CORP              | DK        |      225000 | PA      | $259612.05    | 0.00%             | 2029-06-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $333582.31    | 0.00%             | 2034-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $461352.83    | 0.00%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233927.22    | 0.00%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $374679.07    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1122632.72   | 0.01%             | 2027-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $691310.09    | 0.01%             | 2026-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117865.35    | 0.00%             | 2032-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1699000 | PA      | $948958.22    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $301863.68    | 0.00%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-174302.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $702157.67    | 0.01%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231492.45    | 0.00%             | 2026-08-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2342000 | PA      | $2511203.27   | 0.02%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                    | City of Toronto Canada                                                           | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $32785.64     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $217400.93    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      380000 | PA      | $429984.67    | 0.00%             | 2044-01-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA DISTRI                                   | NorteGas Energia Distribucion SA                                                 | CUSIP: 000000000<br>LEI: 959800K24LB8NMVR7K61 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $448229.70    | 0.00%             | 2027-09-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114885.70    | 0.00%             | 2035-11-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    16200000 | PA      | $2424278.39   | 0.02%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      575000 | PA      | $654274.81    | 0.01%             | 2032-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149452.58    | 0.00%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $123118.82    | 0.00%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $514109.97    | 0.00%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5500000000 | PA      | $4092606.75   | 0.04%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228767.39    | 0.00%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $466079.12    | 0.00%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $304265.40    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1200000 | PA      | $1354752.49   | 0.01%             | 2034-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $168904.35    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $390451.35    | 0.00%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113112.04    | 0.00%             | 2026-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      639000 | PA      | $555306.51    | 0.01%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3717000 | PA      | $2079522.09   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2950000 | PA      | $444240.84    | 0.00%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      900000 | PA      | $959736.45    | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      600000 | PA      | $700540.52    | 0.01%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $492870.42    | 0.00%             | 2031-02-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $130093.42    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $305435.64    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $842560.02    | 0.01%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $961424.45    | 0.01%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1662805.02   | 0.02%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1330000 | PA      | $913874.67    | 0.01%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                       | SP Transmission PLC                                                              | CUSIP: 000000000<br>LEI: 21380066GRV5QOWJZC71 | Long             | DBT              | CORP              | GB        |      473000 | PA      | $529554.48    | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $381126.60    | 0.00%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $126879.33    | 0.00%             | 2026-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1075300.34   | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $298303.06    | 0.00%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   155000000 | PA      | $1094554.71   | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $453208.08    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      867000 | PA      | $907331.10    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    12760000 | PA      | $1281873.06   | 0.01%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $484429.89    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $219115.49    | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1322073.25   | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4820000 | PA      | $4756834.23   | 0.04%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      150000 | PA      | $203928.01    | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $224071.00    | 0.00%             | 2026-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $337215.03    | 0.00%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   700000000 | PA      | $4586248.81   | 0.04%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $197877.21    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $362458.95    | 0.00%             | 2028-10-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      110000 | PA      | $91897.31     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   163380000 | PA      | $23330413.24  | 0.22%             | 2028-09-13      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    11200000 | PA      | $12844181.18  | 0.12%             | 2029-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1050000 | PA      | $756086.69    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $581627.66    | 0.01%             | 2030-04-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $307288.01    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      720000 | PA      | $739034.20    | 0.01%             | 2029-11-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      400000 | PA      | $300856.56    | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $357818.45    | 0.00%             | 2031-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $486685.80    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $538603.72    | 0.01%             | 2028-01-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      200000 | PA      | $260227.07    | 0.00%             | 2025-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $283748.82    | 0.00%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $337563.56    | 0.00%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1440000 | PA      | $650046.18    | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $142922.56    | 0.00%             | 2027-06-23      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4620000 | PA      | $4808083.93   | 0.05%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $793285.72    | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BH6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $137320.98    | 0.00%             | 2055-02-06      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $284610.62    | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $540502.47    | 0.01%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $574169.61    | 0.01%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $107069.62    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                          | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114463.86    | 0.00%             | 2031-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6452020 | PA      | $8630814.30   | 0.08%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6679000 | PA      | $4695383.66   | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $387010.96    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $308743.30    | 0.00%             | 2030-01-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   664050000 | PA      | $3798530.87   | 0.04%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      350000 | PA      | $448664.74    | 0.00%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45690000 | PA      | $2045502.13   | 0.02%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $211108.70    | 0.00%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $141373.79    | 0.00%             | 2028-03-05      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   315000000 | PA      | $337199.11    | 0.00%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1080937.04   | 0.01%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1171998.33   | 0.01%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1119451.48   | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                     | Nova Ljubljanska Banka dd                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      400000 | PA      | $460225.35    | 0.00%             | 2029-01-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     4567000 | PA      | $5238717.03   | 0.05%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      400000 | PA      | $467120.69    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $542301.91    | 0.01%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291866.86    | 0.00%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $226102.38    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     2100000 | PA      | $2360794.07   | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENMAX CORP                                                | ENMAX Corp                                                                       | CUSIP: 293365AJ1<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108119.23    | 0.00%             | 2030-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LOGICOR 2019 1 UK                                         | Logicor 2019-1 UK PLC                                                            | CUSIP: 000000000<br>LEI: 635400V9BO1NJKELQ692 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $383446.86    | 0.00%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4120000 | PA      | $4683066.40   | 0.04%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                      | General Electric Co.                                                             | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      225000 | PA      | $247244.85    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216878.32    | 0.00%             | 2030-01-19      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 93000000000 | PA      | $5682215.05   | 0.05%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |     1000000 | PA      | $1123617.01   | 0.01%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $448940.48    | 0.00%             | 2039-04-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2170000 | PA      | $571229.18    | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1970000 | PA      | $2410500.76   | 0.02%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5410230000 | PA      | $3678225.07   | 0.03%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216660.86    | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1105038.82   | 0.01%             | 2028-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     1370000 | PA      | $1457170.96   | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $503378.28    | 0.00%             | 2029-06-12      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $198292.25    | 0.00%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $569744.09    | 0.01%             | 2030-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $369220.98    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146835.85    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118224.07    | 0.00%             | 2033-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1290000 | PA      | $1439005.92   | 0.01%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $493492.02    | 0.00%             | 2029-07-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1397810.97   | 0.01%             | 2030-10-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3759000 | PA      | $4613575.22   | 0.04%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $141067.68    | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $807011.32    | 0.01%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      891000 | PA      | $1032307.51   | 0.01%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $460946.17    | 0.00%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $117116.94    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $644307.88    | 0.01%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      650000 | PA      | $756964.51    | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      350000 | PA      | $327369.91    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      350000 | PA      | $387435.77    | 0.00%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $478642.76    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18061000 | PA      | $20233194.14  | 0.19%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $210234.21    | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $337242.02    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $112814.92    | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9750000 | PA      | $2345661.74   | 0.02%             | 2031-10-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $455476.29    | 0.00%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1358895.31   | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2263000 | PA      | $2476119.88   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    23473000 | PA      | $23243407.55  | 0.22%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      700000 | PA      | $853035.44    | 0.01%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     1230000 | PA      | $1358196.08   | 0.01%             | 2027-06-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $272167.45    | 0.00%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8123000 | PA      | $9744438.66   | 0.09%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $54857.01     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $87501.98     | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                                                 | Avinor AS                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $356556.70    | 0.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4790000 | PA      | $3479304.72   | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      375000 | PA      | $428436.94    | 0.00%             | 2030-06-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222288.28    | 0.00%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $558686.41    | 0.01%             | 2026-09-14      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                        | Helvetia Europe SA                                                               | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $214212.81    | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218279.82    | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141517.78    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $453024.02    | 0.00%             | 2033-03-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    11850000 | PA      | $9491137.12   | 0.09%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115300.56    | 0.00%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75278.03     | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $360168.05    | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $266553.63    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345886.61    | 0.00%             | 2033-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $108106.43    | 0.00%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    26834000 | PA      | $30935141.06  | 0.29%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115976.15    | 0.00%             | 2055-06-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $1864269.45   | 0.02%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $212512.37    | 0.00%             | 2033-11-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $465322.00    | 0.00%             | 2034-07-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $392921.89    | 0.00%             | 2027-03-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $660325.26    | 0.01%             | 2026-02-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224495.70    | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229783.93    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1377372.32   | 0.01%             | 2029-02-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $570913.03    | 0.01%             | 2029-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $344527.89    | 0.00%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $642670.78    | 0.01%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4290000 | PA      | $2939706.00   | 0.03%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1243081.38   | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217015.91    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    49680000 | PA      | $2121243.59   | 0.02%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2048000 | PA      | $1434553.10   | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                                    | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1437927.15   | 0.01%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2117950 | PA      | $2677378.93   | 0.03%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   448850000 | PA      | $2278275.69   | 0.02%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $61071.08     | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    31250000 | PA      | $223489.45    | 0.00%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      377000 | PA      | $371647.21    | 0.00%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $344979.65    | 0.00%             | 2026-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1298304.98   | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $352953.57    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $1109606.89   | 0.01%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                      | Alfa Laval Treasury International AB                                             | CUSIP: 000000000<br>LEI: 549300JCAG8ICQAUC638 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $218543.64    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $811392.82    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      267000 | PA      | $302166.17    | 0.00%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $197292.33    | 0.00%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $325425.01    | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233892.40    | 0.00%             | 2027-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $134352.38    | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      755000 | PA      | $853512.17    | 0.01%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $220559.94    | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11036520000 | PA      | $8090510.15   | 0.08%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SACA                                       | CNP Assurances SACA                                                              | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $860700.42    | 0.01%             | 2051-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $136628.54    | 0.00%             | 2043-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $764372.49    | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1949000 | PA      | $2012664.16   | 0.02%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $187561.78    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148588.15    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $444814.07    | 0.00%             | 2028-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                             | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $238859.55    | 0.00%             | 2035-09-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $467371.30    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   188000000 | PA      | $27690659.28  | 0.26%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64953BBE7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $294649.25    | 0.00%             | 2026-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $567503.96    | 0.01%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $380887.78    | 0.00%             | 2026-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $290019.55    | 0.00%             | 2030-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $586022.97    | 0.01%             | 2028-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $222427.42    | 0.00%             | 2027-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298461.79    | 0.00%             | 2033-02-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6061000 | PA      | $3349118.57   | 0.03%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      200000 | PA      | $226422.34    | 0.00%             | 2032-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    60800000 | PA      | $420744.32    | 0.00%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $116980.01    | 0.00%             | 2030-06-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4447000 | PA      | $4523323.81   | 0.04%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231951.95    | 0.00%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   537000000 | PA      | $3065361.91   | 0.03%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $683353.64    | 0.01%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                        | Contact Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $65282.42     | 0.00%             | 2031-12-03      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                  | CNH Industrial Finance Europe SA                                                 | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $508011.36    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4580000 | PA      | $3439812.18   | 0.03%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    12990000 | PA      | $1826159.24   | 0.02%             | 2026-10-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $329613.43    | 0.00%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $780778.56    | 0.01%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5310000 | PA      | $3917870.76   | 0.04%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $164240.12    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANFOSS FIN 2 BV                                          | Danfoss Finance II BV                                                            | CUSIP: 000000000<br>LEI: 549300NZCU7GI52SSK89 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $301941.69    | 0.00%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                 | Imerys SA                                                                        | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1007614.46   | 0.01%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5468000 | PA      | $6365363.69   | 0.06%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $116385.25    | 0.00%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International Inc                                                          | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $360072.20    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $222258.56    | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    61680000 | PA      | $9266666.98   | 0.09%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     2740000 | PA      | $3301063.38   | 0.03%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $446762.73    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     3210000 | PA      | $3763478.43   | 0.04%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1092477.74   | 0.01%             | 2032-11-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $437231.50    | 0.00%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $958090.31    | 0.01%             | 2030-01-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      980000 | PA      | $1129149.00   | 0.01%             | 2031-02-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $334531.61    | 0.00%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1527000 | PA      | $1496610.67   | 0.01%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $189627.10    | 0.00%             | 2038-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                           | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |      300000 | PA      | $287606.24    | 0.00%             | 2033-03-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHURCH COMMISSIONERS                                      | Church Commissioners for England                                                 | CUSIP: 000000000<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $93758.03     | 0.00%             | 2052-07-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72325.78     | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $400773.84    | 0.00%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $226291.99    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    88100000 | PA      | $12423916.53  | 0.12%             | 2026-09-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2225000 | PA      | $1200278.91   | 0.01%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $243204.78    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9125000 | PA      | $10082732.47  | 0.09%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306180.85    | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8V4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145275.00    | 0.00%             | 2026-01-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $453330.32    | 0.00%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      510000 | PA      | $586889.70    | 0.01%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $445605.39    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $112755.71    | 0.00%             | 2037-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $863514.78    | 0.01%             | 2029-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $466553.30    | 0.00%             | 2029-08-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $340366.06    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $64055.69     | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $351300.63    | 0.00%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   458600000 | PA      | $1618935.37   | 0.02%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $574232.22    | 0.01%             | 2029-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   488000000 | PA      | $3121483.97   | 0.03%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3461000 | PA      | $3862287.85   | 0.04%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      531000 | PA      | $596379.72    | 0.01%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $457934.41    | 0.00%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2330000 | PA      | $1454907.02   | 0.01%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIRCLE ANGLIA SOCIAL HOU                                  | Circle Anglia Social Housing PLC                                                 | CUSIP: 000000000<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $678384.77    | 0.01%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $802604.51    | 0.01%             | 2031-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14929000 | PA      | $1244231.74   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $653202.81    | 0.01%             | 2036-11-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1230000 | PA      | $806500.08    | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |   134200000 | PA      | $20130901.71  | 0.19%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $461099.59    | 0.00%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $705495.50    | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347169.14    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $890605.78    | 0.01%             | 2026-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19698.28     | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    24000000 | PA      | $2525438.76   | 0.02%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     6250000 | PA      | $6970906.26   | 0.07%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117618.75    | 0.00%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357341.21    | 0.00%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344835.80    | 0.00%             | 2034-09-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2247421.47   | 0.02%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $257802.43    | 0.00%             | 2028-05-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $334083.10    | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1202864.21   | 0.01%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $700967.08    | 0.01%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1631462.10   | 0.02%             | 2030-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $486141.50    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229984.69    | 0.00%             | 2031-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4300000 | PA      | $2196629.77   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $83118.28     | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $601826.16    | 0.01%             | 2036-02-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $321440.31    | 0.00%             | 2029-02-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114342.25    | 0.00%             | 2036-08-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $161504.83    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $250304.89    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $535697.72    | 0.01%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AH5<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154075.64    | 0.00%             | 2028-09-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $445812.79    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $894694.46    | 0.01%             | 2030-10-14      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3750000 | PA      | $3192634.88   | 0.03%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $276268.57    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $584019.03    | 0.01%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $111475.58    | 0.00%             | 2028-05-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $337235.09    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      200000 | PA      | $252702.19    | 0.00%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213852.68    | 0.00%             | 2031-11-03      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $340256.99    | 0.00%             | 2033-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $225609.31    | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227691.31    | 0.00%             | 2030-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                                     | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $189110.40    | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $14842129.57  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $213880.14    | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AS6<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $730878.07    | 0.01%             | 2031-09-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $581903.41    | 0.01%             | 2031-12-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $235402.94    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114740.52    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $345747.03    | 0.00%             | 2031-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $266673.27    | 0.00%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      500000 | PA      | $573671.62    | 0.01%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LTD                                    | Canadian Utilities Ltd                                                           | CUSIP: 136717BE4<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145507.96    | 0.00%             | 2035-06-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1852000 | PA      | $2021256.57   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219432.09    | 0.00%             | 2030-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7890000 | PA      | $1954238.53   | 0.02%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $305709.96    | 0.00%             | 2044-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1/Scentre Group Trust 2               | Scentre Group Trust 1/Scentre Group Trust 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      200000 | PA      | $217048.36    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $698854.46    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAGEN MI CANADA INC                                       | Sagen MI Canada Inc                                                              | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133920.06    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REIT                                     | Dream Industrial Real Estate Investment Trust                                    | CUSIP: 26153WAH2<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              |  | CA        |      400000 | PA      | $289832.57    | 0.00%             | 2026-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $783587.33    | 0.01%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAF9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      450000 | PA      | $406072.95    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     2200000 | PA      | $2447295.75   | 0.02%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      395000 | PA      | $557030.48    | 0.01%             | 2030-12-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $284270.94    | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $127866.48    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      800000 | PA      | $557863.36    | 0.01%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ENW FINANCE PLC                                           | ENW Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300V1O67HJV48FS61 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $458469.10    | 0.00%             | 2032-11-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $879125.22    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $578014.03    | 0.01%             | 2036-12-04      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                                 | Terega SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232161.92    | 0.00%             | 2034-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $245981.30    | 0.00%             | 2036-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3000000 | PA      | $724276.00    | 0.01%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120271.74    | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $769850.31    | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $254277.57    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228554.63    | 0.00%             | 2035-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1210000 | PA      | $1179703.15   | 0.01%             | 2033-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145057.54    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1083000 | PA      | $1145768.76   | 0.01%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      500000 | PA      | $384813.02    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $872392.81    | 0.01%             | 2033-04-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    63300000 | PA      | $9689936.44   | 0.09%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1855890.59   | 0.02%             | 2028-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $220773.27    | 0.00%             | 2032-12-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1085707.10   | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $308137.39    | 0.00%             | 2029-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1750000 | PA      | $1104992.58   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232266.80    | 0.00%             | 2026-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $151434.38    | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159986.93    | 0.00%             | 2030-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GK7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $219478.77    | 0.00%             | 2074-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $932603.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $3163529.94   | 0.03%             | 2033-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      851000 | PA      | $985299.40    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      100000 | PA      | $131974.49    | 0.00%             | 2028-10-22      | Fixed         | 4.13%                 | No            |                  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      | $225981.68    | 0.00%             | 2035-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                       | CUSIP: 87971MBC6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108470.03    | 0.00%             | 2026-03-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $571257.81    | 0.01%             | 2031-04-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $574026.35    | 0.01%             | 2047-07-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $614281.00    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AL1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $138263.94    | 0.00%             | 2028-08-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      600000 | PA      | $700586.13    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $116244.22    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      850000 | PA      | $921276.45    | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   885000000 | PA      | $887270.80    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $138919.50    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1614164.26   | 0.02%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14412270000 | PA      | $10524881.19  | 0.10%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $204953.22    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                             | Comcast Corp.                                                                    | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103109.79    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144354.08    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352852.90    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $448577.28    | 0.00%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5426000 | PA      | $3961121.80   | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119782.29    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11249483 | PA      | $13619212.11  | 0.13%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $398271.09    | 0.00%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $268833.97    | 0.00%             | 2030-10-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      924000 | PA      | $532592.58    | 0.01%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $185151.55    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53777.74     | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $407517.82    | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1287320.90   | 0.01%             | 2028-10-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $331795.29    | 0.00%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71705.66     | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115023.13    | 0.00%             | 2030-05-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3090000 | PA      | $1968245.39   | 0.02%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $506888.55    | 0.00%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $222218.57    | 0.00%             | 2026-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $445592.90    | 0.00%             | 2027-12-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119702.34    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $137835.10    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     5508000 | PA      | $170238.12    | 0.00%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227633.76    | 0.00%             | 2030-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9230000 | PA      | $6571007.46   | 0.06%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1037494.20   | 0.01%             | 2031-07-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $420351.21    | 0.00%             | 2028-07-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5680000 | PA      | $4520344.87   | 0.04%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4108000 | PA      | $5022033.95   | 0.05%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $922453.30    | 0.01%             | 2027-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $224876.66    | 0.00%             | 2026-05-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      785000 | PA      | $862102.56    | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $326557.16    | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $129422.75    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      125000 | PA      | $143494.85    | 0.00%             | 2036-11-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $212922.27    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      590000 | PA      | $319801.16    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    16608000 | PA      | $10017021.78  | 0.09%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $111344.32    | 0.00%             | 2034-08-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10620000 | PA      | $375495.18    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5000000 | PA      | $4652423.91   | 0.04%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1137440.80   | 0.01%             | 2032-01-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $114566.42    | 0.00%             | 2036-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7571000 | PA      | $4977831.99   | 0.05%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCD3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $398817.19    | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1107776.94   | 0.01%             | 2028-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $115663.89    | 0.00%             | 2035-03-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111840.41    | 0.00%             | 2031-12-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7650000 | PA      | $9919401.90   | 0.09%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $443476.06    | 0.00%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      200000 | PA      | $233697.83    | 0.00%             | 2027-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $572953.47    | 0.01%             | 2034-06-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2356900000 | PA      | $14619463.41  | 0.14%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      350000 | PA      | $392302.97    | 0.00%             | 2026-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $521469.75    | 0.00%             | 2028-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232211.04    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $684816.88    | 0.01%             | 2030-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   216850000 | PA      | $1264236.55   | 0.01%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $415591.41    | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   308710000 | PA      | $563440.43    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64500000 | PA      | $12156597.35  | 0.11%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      450000 | PA      | $391792.00    | 0.00%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $2178027.65   | 0.02%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $735331.59    | 0.01%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $982073.09    | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $234774.60    | 0.00%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2955000 | PA      | $2878476.93   | 0.03%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6200000 | PA      | $7154912.33   | 0.07%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $175492.22    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $228558.89    | 0.00%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236660.28    | 0.00%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      375000 | PA      | $312512.78    | 0.00%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      230000 | PA      | $260797.54    | 0.00%             | 2026-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1628800000 | PA      | $1153001.76   | 0.01%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $343780.07    | 0.00%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      565000 | PA      | $579041.28    | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    31000000 | PA      | $1239208.45   | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   125891000 | PA      | $4002007.05   | 0.04%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      950000 | PA      | $1080873.90   | 0.01%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   260850000 | PA      | $1526764.86   | 0.01%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $368325.24    | 0.00%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $665791.62    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $2267883.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                             | CUSIP: 194162AG8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      360000 | PA      | $407170.16    | 0.00%             | 2026-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1774890.19   | 0.02%             | 2029-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   105000000 | PA      | $15017518.98  | 0.14%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      916000 | PA      | $1024775.99   | 0.01%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $226658.47    | 0.00%             | 2034-03-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $266819.37    | 0.00%             | 2029-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      400000 | PA      | $114275.56    | 0.00%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2036000 | PA      | $2198144.30   | 0.02%             | 2038-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $339564.95    | 0.00%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1360000 | PA      | $1587541.23   | 0.01%             | 2035-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    10420000 | PA      | $1606674.31   | 0.02%             | 2026-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143572.34    | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      944000 | PA      | $1036172.19   | 0.01%             | 2028-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $345369.42    | 0.00%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $181233.27    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $292399.60    | 0.00%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1000000 | PA      | $528256.56    | 0.00%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113758.94    | 0.00%             | 2032-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $113404.29    | 0.00%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 815600DEEE5337E9A213 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $234426.94    | 0.00%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      774000 | PA      | $810434.26    | 0.01%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1850000 | PA      | $1212174.62   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $229856.28    | 0.00%             | 2029-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $358235.83    | 0.00%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   897700000 | PA      | $5820899.44   | 0.05%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $128196.62    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228383.64    | 0.00%             | 2028-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $570771.54    | 0.01%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $744543.32    | 0.01%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $611738.91    | 0.01%             | 2028-07-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9859000 | PA      | $6213004.62   | 0.06%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                             | OSB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $294589.69    | 0.00%             | 2030-01-16      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   281000000 | PA      | $14846999.56  | 0.14%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      460000 | PA      | $548263.26    | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $232213.57    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $671238.97    | 0.01%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2650000 | PA      | $3153413.38   | 0.03%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      694000 | PA      | $747411.50    | 0.01%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $567243.52    | 0.01%             | 2031-10-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $544068.71    | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $282825.42    | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      375000 | PA      | $430132.21    | 0.00%             | 2033-05-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CA IMMOBILIEN ANLAGEN AG                                  | CA Immobilien Anlagen AG                                                         | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $347511.69    | 0.00%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221179.43    | 0.00%             | 2033-04-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $560950.30    | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $216241.94    | 0.00%             | 2027-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Neste OYJ                                                 | Neste OYJ                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $353388.20    | 0.00%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133603.17    | 0.00%             | 2028-11-16      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2700000 | PA      | $1452785.98   | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $563244.66    | 0.01%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $493812.21    | 0.00%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $186721.89    | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    34400000 | PA      | $5242652.06   | 0.05%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6676000 | PA      | $7920962.45   | 0.07%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $804322.98    | 0.01%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      355000 | PA      | $331584.43    | 0.00%             | 2034-08-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $271440.82    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $570179.39    | 0.01%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMBURGER SPARKASSE                                       | Hamburger Sparkasse AG                                                           | CUSIP: 000000000<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $693889.03    | 0.01%             | 2031-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $910035.75    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $32214.57     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $151266.04    | 0.00%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1130000 | PA      | $1078490.56   | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      480000 | PA      | $340575.02    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $555950.15    | 0.01%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      820000 | PA      | $879793.33    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $508933.95    | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3837000 | PA      | $5006250.49   | 0.05%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     5600000 | PA      | $3997963.76   | 0.04%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1282296.94   | 0.01%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10510000 | PA      | $10205877.58  | 0.10%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $312550.89    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| TGHR HSG FINANCE PLC                                      | Together Housing Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800FJW1TYLLKRV519 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109479.04    | 0.00%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $114197.79    | 0.00%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121485.37    | 0.00%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $352847.73    | 0.00%             | 2029-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9812000 | PA      | $6514133.05   | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $597272.74    | 0.01%             | 2029-05-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115070.93    | 0.00%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      803000 | PA      | $437364.24    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2020000 | PA      | $860500.80    | 0.01%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $68077.83     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $93967.72     | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      410000 | PA      | $497204.32    | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      215000 | PA      | $237295.12    | 0.00%             | 2029-05-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      600000 | PA      | $707082.32    | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $489051.28    | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      500000 | PA      | $579634.27    | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120614.66    | 0.00%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $928678.30    | 0.01%             | 2029-10-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3773110000 | PA      | $2647532.44   | 0.02%             | 2048-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   196060000 | PA      | $28647998.87  | 0.27%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                                   | Housing New Zealand Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |      500000 | PA      | $291516.00    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7593000 | PA      | $8707771.60   | 0.08%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 96467AAB7<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72305.27     | 0.00%             | 2028-06-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $457197.07    | 0.00%             | 2036-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $249737.85    | 0.00%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $468293.76    | 0.00%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    19598000 | PA      | $4254616.48   | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $425461.32    | 0.00%             | 2037-01-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3311000 | PA      | $2303486.11   | 0.02%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $451866.59    | 0.00%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $248133.84    | 0.00%             | 2031-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     7000000 | PA      | $699427.46    | 0.01%             | 2029-09-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC                                              | Grainger PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $359739.09    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $359060.20    | 0.00%             | 2029-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $625756.42    | 0.01%             | 2030-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1143558.52   | 0.01%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $572977.08    | 0.01%             | 2031-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1335624.69   | 0.01%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $464320.44    | 0.00%             | 2029-01-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2854000 | PA      | $2998252.08   | 0.03%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $652163.29    | 0.01%             | 2055-01-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $684476.75    | 0.01%             | 2031-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $421314.71    | 0.00%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1430969.40   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117163.83    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $119698.85    | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1066750000 | PA      | $4461419.57   | 0.04%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8370000 | PA      | $5942238.85   | 0.06%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4661000 | PA      | $2274557.80   | 0.02%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $459430.98    | 0.00%             | 2029-10-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBB3<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78299.73     | 0.00%             | 2053-08-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $341472.12    | 0.00%             | 2025-10-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1066550000 | PA      | $5505603.10   | 0.05%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1323503.93   | 0.01%             | 2027-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $204181.46    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $122586.52    | 0.00%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7275196.37   | 0.07%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4249000 | PA      | $3976679.50   | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $188934.84    | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $190594.98    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $333676.64    | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    25450000 | PA      | $25986750.22  | 0.24%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $916549.33    | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1419937.85   | 0.01%             | 2031-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $131984.20    | 0.00%             | 2026-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $640482.74    | 0.01%             | 2032-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $227928.70    | 0.00%             | 2025-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $235874.15    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $599657.89    | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $734589.55    | 0.01%             | 2029-02-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $341604.77    | 0.00%             | 2025-11-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $317826.21    | 0.00%             | 2028-12-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $1796541.80   | 0.02%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25000000 | PA      | $1313228.00   | 0.01%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   111890000 | PA      | $21088398.10  | 0.20%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $549178.35    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $434778.54    | 0.00%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                        | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |      200000 | PA      | $250373.77    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $312894.41    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $259229.63    | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $219319.06    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $359552.35    | 0.00%             | 2030-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $220414.31    | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1230000 | PA      | $1368661.44   | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                         | Martlet Homes Ltd                                                                | CUSIP: 000000000<br>LEI: 2138001TCZGXYSUJLZ52 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $156153.37    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6860000 | PA      | $1528583.39   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       65000 | PA      | $73408.24     | 0.00%             | 2026-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $311052.67    | 0.00%             | 2032-05-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1240000 | PA      | $1425508.88   | 0.01%             | 2029-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1130000 | PA      | $1272144.42   | 0.01%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118307.08    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4830000 | PA      | $5305334.80   | 0.05%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $408449.32    | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $675083.94    | 0.01%             | 2027-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1100000 | PA      | $1271889.84   | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $501893.84    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $104510.74    | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11520000 | PA      | $2398003.13   | 0.02%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1163509.37   | 0.01%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   624950000 | PA      | $4065028.05   | 0.04%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $920134.14    | 0.01%             | 2032-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCQ5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $759804.93    | 0.01%             | 2029-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $348438.87    | 0.00%             | 2035-02-27      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $498742.23    | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $229158.56    | 0.00%             | 2032-02-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114846.05    | 0.00%             | 2029-06-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      600000 | PA      | $677374.90    | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1355852.41   | 0.01%             | 2030-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBP7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $178852.16    | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $468942.30    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CESKE DRAHY                                               | Ceske Drahy AS                                                                   | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $116556.73    | 0.00%             | 2030-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1350000 | PA      | $1392014.48   | 0.01%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $569216.70    | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213833.97    | 0.00%             | 2030-02-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $841857.83    | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREENSQUAREACCORD LTD                                     | Greensquareaccord Ltd                                                            | CUSIP: 000000000<br>LEI: 213800RISQQHH1QRRQ46 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $173436.09    | 0.00%             | 2047-11-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $631051.56    | 0.01%             | 2043-07-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    30530000 | PA      | $34610357.17  | 0.33%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $214862.29    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $121906.18    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $464433.69    | 0.00%             | 2055-07-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $570029.76    | 0.01%             | 2025-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $211319.87    | 0.00%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $115617.55    | 0.00%             | 2032-01-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $676937.74    | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    40000000 | PA      | $73005.79     | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222383.56    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $302614.99    | 0.00%             | 2032-05-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1408183.06   | 0.01%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $322076.53    | 0.00%             | 2029-05-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   170900000 | PA      | $25220852.67  | 0.24%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      530000 | PA      | $551774.74    | 0.01%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      250000 | PA      | $275343.14    | 0.00%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      884000 | PA      | $999331.78    | 0.01%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1145000 | PA      | $1312466.28   | 0.01%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      250000 | PA      | $325441.57    | 0.00%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      560000 | PA      | $687698.22    | 0.01%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 30700000000 | PA      | $1854455.64   | 0.02%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   996600000 | PA      | $3821987.17   | 0.04%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402461.42    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $779335.79    | 0.01%             | 2027-03-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $515651.36    | 0.00%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $232899.67    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $93388.38     | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111016.47    | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAA5<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149780.95    | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1098963.05   | 0.01%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $555266.45    | 0.01%             | 2027-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                          | City of Milan Italy                                                              | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $231945.32    | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1157435.41   | 0.01%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $698569.63    | 0.01%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $493847.76    | 0.00%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130196.83    | 0.00%             | 2033-12-10      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 10546220000 | PA      | $7676862.90   | 0.07%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347669.04    | 0.00%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCA POPOLARE SONDRIO                                    | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $356501.88    | 0.00%             | 2030-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       25000 | PA      | $29716.04     | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1580000 | PA      | $1823478.27   | 0.02%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      750000 | PA      | $844506.67    | 0.01%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $111544.15    | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143751.81    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $4123170.76   | 0.04%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $490429.39    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    67000000 | PA      | $11043757.39  | 0.10%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                    | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229310.99    | 0.00%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $102481.56    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116175.85    | 0.00%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $519969.70    | 0.00%             | 2029-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112837.19    | 0.00%             | 2026-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TRANSMISSION FINANCE DAC                                  | Transmission Finance DAC                                                         | CUSIP: 000000000<br>LEI: 549300X8ZBHYD3ZZIP60 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $106443.41    | 0.00%             | 2028-06-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                     | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119240.86    | 0.00%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2530000 | PA      | $2866439.49   | 0.03%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1241300000 | PA      | $7776265.60   | 0.07%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14870000 | PA      | $17103588.14  | 0.16%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      852000 | PA      | $915453.46    | 0.01%             | 2031-01-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $234038.20    | 0.00%             | 2034-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5577000 | PA      | $3899237.07   | 0.04%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    12000000 | PA      | $1202142.88   | 0.01%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1136158.57   | 0.01%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1340774.39   | 0.01%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $321097.60    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $876432.07    | 0.01%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $719220.64    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $270762.96    | 0.00%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     2000000 | PA      | $1547603.54   | 0.01%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     9600000 | PA      | $1448102.00   | 0.01%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      250000 | PA      | $281858.42    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $351823.45    | 0.00%             | 2036-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2151239.11   | 0.02%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116813.74    | 0.00%             | 2027-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     6300000 | PA      | $943697.34    | 0.01%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      250000 | PA      | $292909.58    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $113661.36    | 0.00%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6396000 | PA      | $6127061.51   | 0.06%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $231663.49    | 0.00%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      689000 | PA      | $791495.26    | 0.01%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      430000 | PA      | $489729.91    | 0.00%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $271907.86    | 0.00%             | 2043-10-05      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1154297.95   | 0.01%             | 2031-10-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | Technip Energies NV                                                              | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $328886.53    | 0.00%             | 2028-05-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2708117.32   | 0.03%             | 2029-10-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $460967.26    | 0.00%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221645.35    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1124200.21   | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $328780.32    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      331000 | PA      | $282078.32    | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   240520000 | PA      | $35866791.21  | 0.34%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CAIXA ECO MONTEPIO GERAL                                  | Caixa Economica Montepio Geral Caixa Economica Bancaria SA                       | CUSIP: 000000000<br>LEI: 2138004FIUXU3B2MR537 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $114629.45    | 0.00%             | 2029-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $283963.09    | 0.00%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    60300000 | PA      | $8456229.00   | 0.08%             | 2026-09-07      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $167833.41    | 0.00%             | 2036-02-22      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1150000 | PA      | $1301370.01   | 0.01%             | 2035-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $669285.72    | 0.01%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $650730.95    | 0.01%             | 2027-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $460775.06    | 0.00%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $640919.75    | 0.01%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTWELL RETIREMENT RES                                  | Chartwell Retirement Residences                                                  | CUSIP: 16141AAG8<br>LEI: 549300M7UBEIZBWP4069 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216150.21    | 0.00%             | 2028-05-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $650320.58    | 0.01%             | 2040-06-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $458195.65    | 0.00%             | 2035-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3750000 | PA      | $4401727.45   | 0.04%             | 2030-12-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347169.09    | 0.00%             | 2029-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1237001.54   | 0.01%             | 2029-11-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1012000 | PA      | $1105379.92   | 0.01%             | 2028-12-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $466080.20    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229478.70    | 0.00%             | 2031-09-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5167000 | PA      | $6061350.68   | 0.06%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $347147.46    | 0.00%             | 2027-01-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $226323.44    | 0.00%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OPTIVO FINANCE PLC                                        | Optivo Finance PLC                                                               | CUSIP: 000000000<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $128801.56    | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $172545.94    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $581498.17    | 0.01%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      843000 | PA      | $973966.56    | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                                 | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      500000 | PA      | $526520.59    | 0.00%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1050000 | PA      | $1261018.98   | 0.01%             | 2029-07-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1221000 | PA      | $1456516.82   | 0.01%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    22450000 | PA      | $6722784.99   | 0.06%             | 2029-08-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117940.47    | 0.00%             | 2030-01-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1573195.75   | 0.01%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112762.46    | 0.00%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $81984.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $80335.13     | 0.00%             | 2052-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $324069.06    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $873528.95    | 0.01%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4070000 | PA      | $2996180.14   | 0.03%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                       | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $432641.37    | 0.00%             | 2038-06-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118122.76    | 0.00%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      620000 | PA      | $679119.99    | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   858100000 | PA      | $5518157.04   | 0.05%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1114761.77   | 0.01%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10390000 | PA      | $2730076.60   | 0.03%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $150839.04    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $314967.62    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $227113.62    | 0.00%             | 2035-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELM BV (SWISS LIFE)                                       | ELM BV for Swiss Life Insurance & Pension Group                                  | CUSIP: 000000000<br>LEI: 724500DHUNQ9NF3A7D24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352208.40    | 0.00%             | 2027-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $272788.25    | 0.00%             | 2028-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7400000 | PA      | $1768111.08   | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1069550000 | PA      | $7302551.71   | 0.07%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116348.37    | 0.00%             | 2032-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $331226.94    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $239542.50    | 0.00%             | 2029-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $226345.73    | 0.00%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1008222.88   | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $212816.91    | 0.00%             | 2029-05-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1049316.34   | 0.01%             | 2027-10-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146177.18    | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $230444.87    | 0.00%             | 2029-10-31      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1150000 | PA      | $1316333.51   | 0.01%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9773000 | PA      | $12973477.55  | 0.12%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      690000 | PA      | $404821.67    | 0.00%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD RON                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $460148.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14621000 | PA      | $1270090.68   | 0.01%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1100000 | PA      | $1264095.30   | 0.01%             | 2027-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8110000 | PA      | $5626214.62   | 0.05%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3280000000 | PA      | $2427458.37   | 0.02%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE UNITE GROUP PLC                                       | UNITE Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              |  | GB        |      100000 | PA      | $134088.61    | 0.00%             | 2032-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $509453.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8790000 | PA      | $2527719.37   | 0.02%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $204061.95    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339004.41    | 0.00%             | 2026-06-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1050000 | PA      | $1185199.98   | 0.01%             | 2035-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2680000 | PA      | $2070483.50   | 0.02%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $344582.98    | 0.00%             | 2026-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $214891.83    | 0.00%             | 2030-10-21      | 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        |      200000 | PA      | $231618.24    | 0.00%             | 2031-05-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136358.99    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      404000 | PA      | $428788.56    | 0.00%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $442226.93    | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1602750000 | PA      | $10538888.05  | 0.10%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $338052.82    | 0.00%             | 2026-08-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $295653.73    | 0.00%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic Of Philippines                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $221993.29    | 0.00%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH GAS NETWORKS INV                                    | Czech Gas Networks Investments Sarl                                              | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |     1150000 | PA      | $1182018.45   | 0.01%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $578822.24    | 0.01%             | 2032-09-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144901.08    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $137669.29    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $562685.32    | 0.01%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $540899.38    | 0.01%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $454756.75    | 0.00%             | 2032-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    30830000 | PA      | $2935011.17   | 0.03%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $446650.44    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1750000 | PA      | $497742.84    | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $142993.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    46000000 | PA      | $6806139.83   | 0.06%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3980000 | PA      | $1385562.88   | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14758000 | PA      | $16952564.49  | 0.16%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $822520.38    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   295250000 | PA      | $1708731.94   | 0.02%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KT4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $123912.06    | 0.00%             | 2062-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1264530.31   | 0.01%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $266763.75    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116564.18    | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $114269.71    | 0.00%             | 2035-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      590000 | PA      | $660560.61    | 0.01%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7730000 | PA      | $5038806.58   | 0.05%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $727171.95    | 0.01%             | 2028-08-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3279000 | PA      | $1890098.33   | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1071000 | PA      | $507483.00    | 0.00%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $60730.66     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BQ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148074.70    | 0.00%             | 2028-01-24      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAN1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215974.16    | 0.00%             | 2035-03-13      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $380146.22    | 0.00%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $968329.92    | 0.01%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      700000 | PA      | $797219.39    | 0.01%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $519274.20    | 0.00%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $733656.52    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $294467.66    | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1022770.82   | 0.01%             | 2035-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107100.12    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227904.12    | 0.00%             | 2035-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $705270.18    | 0.01%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   823150000 | PA      | $3285076.53   | 0.03%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $330283.52    | 0.00%             | 2027-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      400000 | PA      | $403340.50    | 0.00%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $287366.07    | 0.00%             | 2031-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151643.43    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $762843.15    | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BM4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143006.75    | 0.00%             | 2026-02-23      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $758963.96    | 0.01%             | 2027-02-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1590000 | PA      | $1897160.90   | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   455350000 | PA      | $2981257.86   | 0.03%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2100000 | PA      | $2394786.51   | 0.02%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   250350000 | PA      | $1012014.31   | 0.01%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      100000 | PA      | $114896.42    | 0.00%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $533098.64    | 0.01%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $760938.41    | 0.01%             | 2030-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      375000 | PA      | $525593.14    | 0.00%             | 2032-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2687000 | PA      | $3076832.91   | 0.03%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215929.44    | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $739277.48    | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $332161.19    | 0.00%             | 2027-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $176769.91    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      455000 | PA      | $516631.66    | 0.00%             | 2026-07-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $300049.75    | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $822029.67    | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $535707.34    | 0.01%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10080000 | PA      | $4788353.51   | 0.05%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3210000 | PA      | $1841878.84   | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $565124.35    | 0.01%             | 2027-05-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      500000 | PA      | $517820.47    | 0.00%             | 2031-03-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6450000 | PA      | $7414822.39   | 0.07%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $638600.31    | 0.01%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4993000 | PA      | $6738033.82   | 0.06%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $449234.72    | 0.00%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $569532.20    | 0.01%             | 2029-05-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $299272.21    | 0.00%             | 2030-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $684743.57    | 0.01%             | 2025-11-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALIAXIS HOLDINGS SA                                       | Aliaxis Holdings SA                                                              | CUSIP: 000000000<br>LEI: 549300ZQUFZTQGVPBD44 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $212362.99    | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117866.40    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7108000 | PA      | $3687125.74   | 0.03%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1300000 | PA      | $1596680.71   | 0.02%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $342869.00    | 0.00%             | 2035-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $1028073.04   | 0.01%             | 2033-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      875000 | PA      | $975597.82    | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $587717.73    | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $459740.80    | 0.00%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1500000 | PA      | $1563772.52   | 0.01%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $246553.12    | 0.00%             | 2032-12-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117785.91    | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $147771.74    | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $214800.83    | 0.00%             | 2029-02-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234996.31    | 0.00%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      500000 | PA      | $573005.60    | 0.01%             | 2028-09-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      295000 | PA      | $406636.00    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237997.77    | 0.00%             | 2038-09-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1403897.08   | 0.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2905000 | PA      | $3875828.82   | 0.04%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1752210000 | PA      | $1251293.92   | 0.01%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1031678.86   | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1348000 | PA      | $1558006.19   | 0.01%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $554616.73    | 0.01%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $58814.72     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $189900.25    | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AM6<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $285162.02    | 0.00%             | 2054-06-07      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     2000000 | PA      | $2260162.37   | 0.02%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1154000 | PA      | $1263708.74   | 0.01%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330789.02    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1710000 | PA      | $1746445.46   | 0.02%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     6650000 | PA      | $948747.58    | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $366876.82    | 0.00%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140415.42    | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202514.63    | 0.00%             | 2034-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1085206.78   | 0.01%             | 2029-02-24      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $353111.59    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1160249.24   | 0.01%             | 2030-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1425000 | PA      | $1535220.51   | 0.01%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd.                                        | CIMIC Finance Ltd.                                                               | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $743748.46    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $933306.13    | 0.01%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $710645.77    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1784319.13   | 0.02%             | 2029-07-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $841842.75    | 0.01%             | 2030-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      297000 | PA      | $224856.92    | 0.00%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $227403.45    | 0.00%             | 2028-05-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $235293.90    | 0.00%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1370000 | PA      | $1515778.79   | 0.01%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $349749.97    | 0.00%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $338237.45    | 0.00%             | 2032-05-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2877000 | PA      | $2918952.37   | 0.03%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBK8<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151839.80    | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    84500000 | PA      | $462224.28    | 0.00%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCH4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $519286.75    | 0.00%             | 2031-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223812.11    | 0.00%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $104876.13    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1134581.28   | 0.01%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      575000 | PA      | $624720.73    | 0.01%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   336960000 | PA      | $47704614.61  | 0.45%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      340000 | PA      | $265730.03    | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $122491.85    | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $451835.15    | 0.00%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $170148.50    | 0.00%             | 2039-04-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   156200000 | PA      | $23078115.57  | 0.22%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $692760.41    | 0.01%             | 2028-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4702000 | PA      | $4735544.08   | 0.04%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18400000 | PA      | $3488379.82   | 0.03%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                | Redexis SA                                                                       | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $350845.31    | 0.00%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217685.32    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $376841.01    | 0.00%             | 2040-03-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      350000 | PA      | $386108.69    | 0.00%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $456411.74    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $323219.74    | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1116858.51   | 0.01%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $239072.55    | 0.00%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $339545.81    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6114000 | PA      | $6406502.79   | 0.06%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $133256.79    | 0.00%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      550000 | PA      | $766577.26    | 0.01%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5391473 | PA      | $3641656.72   | 0.03%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339841.15    | 0.00%             | 2026-01-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $410274.80    | 0.00%             | 2029-11-13      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2726000 | PA      | $2970807.72   | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2068000 | PA      | $1658312.28   | 0.02%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $256401.17    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       80000 | PA      | $75837.98     | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115580.13    | 0.00%             | 2032-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $265598.32    | 0.00%             | 2034-02-09      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $487732.95    | 0.00%             | 2030-03-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      890000 | PA      | $929767.72    | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $448773.77    | 0.00%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                 | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $460259.82    | 0.00%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      432000 | PA      | $463210.86    | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1283598.33   | 0.01%             | 2030-04-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $339597.09    | 0.00%             | 2026-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $554671.00    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                              | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $229660.85    | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   674900000 | PA      | $3748893.61   | 0.04%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130206.26    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | ABS-O            | CORP              | GB        |      240000 | PA      | $315462.75    | 0.00%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $222171.59    | 0.00%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228073.07    | 0.00%             | 2025-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1096000 | PA      | $1239908.37   | 0.01%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $88579.12     | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4289000 | PA      | $1240945.40   | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $325315.44    | 0.00%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $561843.61    | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $851420.22    | 0.01%             | 2030-04-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1590000 | PA      | $1140726.10   | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1267010.25   | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $770594.80    | 0.01%             | 2027-04-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3690000 | PA      | $717689.93    | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1050000 | PA      | $1203182.67   | 0.01%             | 2031-10-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      436000 | PA      | $466933.20    | 0.00%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OMA SAASTOPANKKI OYJ                                      | Oma Saastopankki Oyj                                                             | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1172894.68   | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $506253.96    | 0.00%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $458563.93    | 0.00%             | 2030-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      700000 | PA      | $754855.12    | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153154.91    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3060000 | PA      | $2197103.90   | 0.02%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    18630000 | PA      | $13440655.99  | 0.13%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4873000 | PA      | $5257764.97   | 0.05%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4073850000 | PA      | $25572390.67  | 0.24%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113264.80    | 0.00%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    10090000 | PA      | $2945886.49   | 0.03%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $929458.92    | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $123941.40    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8640000 | PA      | $8389508.12   | 0.08%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $651351.60    | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $218557.48    | 0.00%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1926000 | PA      | $2223739.71   | 0.02%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |     1200000 | PA      | $779206.89    | 0.01%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                     | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      400000 | PA      | $261404.68    | 0.00%             | 2055-03-31      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $825017.63    | 0.01%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $667081.46    | 0.01%             | 2029-03-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1140650.26   | 0.01%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $984179.16    | 0.01%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $225747.86    | 0.00%             | 2035-09-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1145620.82   | 0.01%             | 2027-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $471885.19    | 0.00%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227297.49    | 0.00%             | 2032-10-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $113574.88    | 0.00%             | 2036-02-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153703.09    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $341515.71    | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $56361.23     | 0.00%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $217653.89    | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $269584.06    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1930000 | PA      | $2008750.73   | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44413000000 | PA      | $2780504.70   | 0.03%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7946000 | PA      | $10531301.24  | 0.10%             | 2027-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   326800000 | PA      | $2125644.40   | 0.02%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $672521.53    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $158073.29    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1448064.74   | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                                  | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $671458.25    | 0.01%             | 2026-10-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                  | South West Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $270327.57    | 0.00%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      844000 | PA      | $763423.19    | 0.01%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $243473.89    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1383146.17   | 0.01%             | 2030-05-13      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      725000 | PA      | $720516.71    | 0.01%             | 2031-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    82600000 | PA      | $12513344.66  | 0.12%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6862000 | PA      | $8301769.41   | 0.08%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F VAN LANSCHOT BANKIERS                                   | Van Lanschot Kempen NV                                                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223157.52    | 0.00%             | 2027-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $439914.58    | 0.00%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114522.69    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      520000 | PA      | $713481.33    | 0.01%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $285955.69    | 0.00%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                               | Stantec Inc                                                                      | CUSIP: 85472NAC3<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140649.21    | 0.00%             | 2027-10-08      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231468.39    | 0.00%             | 2033-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2600000000 | PA      | $1854363.33   | 0.02%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2350000 | PA      | $1624204.85   | 0.02%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 43000000000 | PA      | $2613527.51   | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $333166.76    | 0.00%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1710000 | PA      | $1346064.13   | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $891972.30    | 0.01%             | 2026-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $306427.07    | 0.00%             | 2051-10-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                     | Nova Scotia Power Inc                                                            | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67513.04     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                                               | easyJet PLC                                                                      | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116772.06    | 0.00%             | 2031-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $585660.76    | 0.01%             | 2030-05-03      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73366.95     | 0.00%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $204775.14    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                           | Region of Lazio Italy                                                            | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |       78532 | PA      | $84156.04     | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $217988.87    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $274617.33    | 0.00%             | 2028-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2250000 | PA      | $489419.42    | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2283000 | PA      | $1646886.55   | 0.02%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $252651.18    | 0.00%             | 2029-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      350000 | PA      | $385948.17    | 0.00%             | 2040-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SATO-OYJ                                                  | SATO Oyj                                                                         | CUSIP: 000000000<br>LEI: 7437009ELUGUOA45V564 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $110387.32    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                     | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $494549.55    | 0.00%             | 2028-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1016095.97   | 0.01%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $514624.96    | 0.00%             | 2029-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $225770.34    | 0.00%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7800000 | PA      | $9648860.20   | 0.09%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1550000 | PA      | $845364.53    | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                      | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $328565.64    | 0.00%             | 2050-04-30      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2400000 | PA      | $2829525.40   | 0.03%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $98230.21     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $353964.06    | 0.00%             | 2029-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103743.61    | 0.00%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1503818.11   | 0.01%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $258050.07    | 0.00%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $412393.23    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBJ1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $214400.84    | 0.00%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $222851.95    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2138508.16   | 0.02%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $924507.52    | 0.01%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13000000 | PA      | $3129622.93   | 0.03%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1131691.52   | 0.01%             | 2027-02-23      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $347268.07    | 0.00%             | 2026-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306835.61    | 0.00%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $557003.55    | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $246953.65    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    30000000 | PA      | $3105386.86   | 0.03%             | 2029-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $173789.15    | 0.00%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229428.91    | 0.00%             | 2035-05-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   994650000 | PA      | $6319330.89   | 0.06%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE BANK PLC                                       | Clydesdale Bank PLC                                                              | CUSIP: 000000000<br>LEI: NHXOBHMY8K53VRC7MZ54 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $445805.82    | 0.00%             | 2026-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $461166.04    | 0.00%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $661639.09    | 0.01%             | 2027-10-05      | Fixed         | 0.75%                 | 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      | $127773.67    | 0.00%             | 2026-10-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      770000 | PA      | $412717.95    | 0.00%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133135.95    | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $267290.95    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $151131.27    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1850000 | PA      | $1176880.88   | 0.01%             | 2035-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4600000 | PA      | $5337844.79   | 0.05%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $662372.18    | 0.01%             | 2027-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $865655.36    | 0.01%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227866.90    | 0.00%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $557510.44    | 0.01%             | 2034-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228948.84    | 0.00%             | 2033-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $402796.50    | 0.00%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213640.34    | 0.00%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $128466.55    | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $2159885.03   | 0.02%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   395350000 | PA      | $1526353.96   | 0.01%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2291728.86   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $257689.36    | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102531.56    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      325000 | PA      | $370000.24    | 0.00%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      210000 | PA      | $237138.72    | 0.00%             | 2026-04-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1750000 | PA      | $1951729.18   | 0.02%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1067488.96   | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $429900.58    | 0.00%             | 2038-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HUSKY MIDSTREAM LP                                        | Husky Midstream LP                                                               | CUSIP: 448059AA3<br>LEI: 549300B7847K47144U59 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72994.84     | 0.00%             | 2029-12-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $459545.45    | 0.00%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $229045.23    | 0.00%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $125863.55    | 0.00%             | 2027-01-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1100000 | PA      | $1271153.34   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262113.83    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BM3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $219464.98    | 0.00%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2672819.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $441616.53    | 0.00%             | 2028-01-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $139458.56    | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10950000 | PA      | $10449999.81  | 0.10%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      200000 | PA      | $239134.35    | 0.00%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $986143.44    | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    90350000 | PA      | $3294795.25   | 0.03%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Transport for London                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $368572.23    | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       75000 | PA      | $57087.10     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASSURA FIN PLC                                            | Assura Financing PLC                                                             | CUSIP: 000000000<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              |  | GB        |      550000 | PA      | $683796.97    | 0.01%             | 2028-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $2309194.51   | 0.02%             | 2029-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100000000 | PA      | $3179747.00   | 0.03%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112307.23    | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   475000000 | PA      | $411886.60    | 0.00%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $470615.72    | 0.00%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $2693794.56   | 0.03%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5942000 | PA      | $4978741.99   | 0.05%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SALTAIRE FINANCE PLC                                      | Saltaire Finance PLC                                                             | CUSIP: 000000000<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $665192.85    | 0.01%             | 2033-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1020000 | PA      | $999269.13    | 0.01%             | 2031-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      700000 | PA      | $522004.64    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $882451.07    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232737.36    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191686.35    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      569000 | PA      | $622071.25    | 0.01%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5615000 | PA      | $5013743.42   | 0.05%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $289090.80    | 0.00%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    33250000 | PA      | $5017720.29   | 0.05%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1237000 | PA      | $1400542.83   | 0.01%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $568014.00    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    32650000 | PA      | $4853528.24   | 0.05%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5430000 | PA      | $1648175.95   | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    43000000 | PA      | $6088502.05   | 0.06%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3950000 | PA      | $4370471.69   | 0.04%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1902506.72   | 0.02%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $787340.90    | 0.01%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10503000 | PA      | $11885392.65  | 0.11%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4495000 | PA      | $3168182.96   | 0.03%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     6733000 | PA      | $1649779.35   | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    77969000 | PA      | $3973470.48   | 0.04%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $739050.96    | 0.01%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      950000 | PA      | $1053307.34   | 0.01%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1034802.08   | 0.01%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $455828.60    | 0.00%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer