# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001410368-26-019992
**Filing Date:** 2026-2
**Character Count:** 369901
**Document Hash:** b1024ed4695492c29ec5951b511c9c51
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019992.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019992

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 26689715

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $409165474.52

**Total Liabilities:** $10446060.62

**Net Assets:** $398719413.90

**Cash Not Reported:** $637146.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -247.97000000 | **1-Year:** -29239.28000000 | **5-Year:** -86375.72000000 | **10-Year:** -62296.96000000 | **30-Year:** -9308.86000000

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

- **3-Month:** -0.79000000 | **1-Year:** -187.37000000 | **5-Year:** -701.69000000 | **10-Year:** -312.71000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088912 | -1.04%               | 0.30%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1361137.83              | $-6761436.11                               |
| Month 2  | $734415.80               | $-964362.09                                |
| Month 3  | $352727.06               | $2297735.01                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $73761.23     | 0.02%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors           | State Street Navigator Securities Lending Portfolio II     | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  10281356 | NS      | $10281355.80  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 02079KBC0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $407144.42    | 0.10%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                              | Apple Inc                                                  | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $350461.29    | 0.09%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                | BMS Ireland Capital Funding DAC                            | CUSIP: 05594KAC0<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $693698.60    | 0.17%             | 2038-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                 | Berkshire Hathaway Inc                                     | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $462926.53    | 0.12%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                   | DH Europe Finance II Sarl                                  | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $336472.73    | 0.08%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL              | DH Europe Finance II Sarl                                  | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $669627.06    | 0.17%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                   | DH Europe Finance II Sarl                                  | CUSIP: 23291KAD7<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $344991.41    | 0.09%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC               | Ford Motor Credit Co LLC                                   | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    580000 | PA      | $701214.10    | 0.18%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC               | Ford Motor Credit Co LLC                                   | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120101.67    | 0.03%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.  | International Business Machines Corp.                      | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $495590.08    | 0.12%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395146.75    | 0.10%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                      | Johnson & Johnson                                          | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509393.24    | 0.13%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                         | Eli Lilly & Co                                             | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $448099.62    | 0.11%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                   | E.ON International Finance BV                              | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $431187.48    | 0.11%             | 2030-06-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                   | E.ON International Finance BV                              | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $639297.57    | 0.16%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    536000 | PA      | $814502.48    | 0.20%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC               | Thermo Fisher Scientific Inc                               | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14751.65     | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    550000 | PA      | $572954.49    | 0.14%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors           | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     57276 | NS      | $57276.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                            | Walmart Inc                                                | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     51000 | PA      | $64695.90     | 0.02%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                | BASF SE                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114290.21    | 0.03%             | 2027-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN               | Deutsche Telekom International Finance BV                  | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    170000 | PA      | $195017.95    | 0.05%             | 2029-12-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| THFC FUNDING NO 3 PLC                  | THFC Funding No 3 PLC                                      | CUSIP: 000000000<br>LEI: 2138003VKRGBYNDTVV92 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $437774.92    | 0.11%             | 2043-10-11      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                  | BG Energy Capital PLC                                      | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $594630.75    | 0.15%             | 2036-11-04      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NAT GRID ELECTY WM                     | National Grid Electricity Distribution West Midlands PLC   | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $490847.39    | 0.12%             | 2032-04-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANK PLC                        | Lloyds Bank PLC                                            | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $389150.02    | 0.10%             | 2040-09-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                               | Engie SA                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $394825.11    | 0.10%             | 2060-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $346091.23    | 0.09%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD               | BHP Billiton Finance Ltd                                   | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $341232.98    | 0.09%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119068.39    | 0.03%             | 2028-03-10      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                | Allianz Finance II BV                                      | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $358368.91    | 0.09%             | 2043-03-13      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $589934.32    | 0.15%             | 2043-06-01      | 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      | $236787.94    | 0.06%             | 2028-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                   | Heathrow Funding Ltd                                       | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $110107.99    | 0.03%             | 2046-10-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $601112.05    | 0.15%             | 2029-01-29      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                  | TotalEnergies Capital Canada Ltd                           | CUSIP: 000000000<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $802250.18    | 0.20%             | 2029-09-18      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                 | SAP SE                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116876.07    | 0.03%             | 2027-02-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                 | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111067.25    | 0.03%             | 2030-01-16      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO/THE                       | Coca-Cola Co/The                                           | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115677.82    | 0.03%             | 2027-03-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                       | Coca-Cola Co/The                                           | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401279.70    | 0.10%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                 | Berkshire Hathaway Inc                                     | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115731.64    | 0.03%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $222711.65    | 0.06%             | 2030-04-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| APPLE INC                              | Apple Inc                                                  | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $391708.05    | 0.10%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN               | Deutsche Telekom International Finance BV                  | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $629073.50    | 0.16%             | 2028-04-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    750000 | PA      | $811115.14    | 0.20%             | 2036-03-17      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    820000 | PA      | $950068.78    | 0.24%             | 2028-03-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $602523.57    | 0.15%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                             | FedEx Corp                                                 | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    350000 | PA      | $407305.94    | 0.10%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113801.39    | 0.03%             | 2028-05-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                   | Kraft Heinz Foods Co                                       | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231425.08    | 0.06%             | 2028-05-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                  | Holcim Finance Luxembourg SA                               | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $694248.59    | 0.17%             | 2028-05-26      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: —       |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $133050.42    | 0.03%             | 2027-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129193.35    | 0.03%             | 2028-08-16      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $336285.08    | 0.08%             | 2028-08-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CADENT FINANCE PLC                     | Cadent Finance PLC                                         | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $382224.43    | 0.10%             | 2028-09-22      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CADENT FINANCE PLC                     | Cadent Finance PLC                                         | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $381615.26    | 0.10%             | 2038-09-22      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112462.54    | 0.03%             | 2028-10-05      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DANONE SA                              | Danone SA                                                  | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $339492.54    | 0.09%             | 2028-11-03      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.           | Verizon Communications, Inc.                               | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113334.41    | 0.03%             | 2028-11-02      | Fixed         | 1.38%                 | 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        |    300000 | PA      | $348124.21    | 0.09%             | 2027-01-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $132202.32    | 0.03%             | 2027-03-09      | 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        |    800000 | PA      | $929975.43    | 0.23%             | 2027-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    234000 | PA      | $272695.78    | 0.07%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                 | Credit Agricole SA/London                                  | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231616.76    | 0.06%             | 2027-05-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $695860.74    | 0.17%             | 2028-05-18      | Fixed         | 1.64%                 | Yes           |                  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      | $692719.55    | 0.17%             | 2027-05-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $694902.77    | 0.17%             | 2027-05-24      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                            | Apple, Inc.                                                | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169505.04    | 0.04%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    771000 | PA      | $840095.06    | 0.21%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO               | British Telecommunications PLC                             | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $173708.64    | 0.04%             | 2027-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                 | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $394600.66    | 0.10%             | 2029-07-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                 | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $599493.93    | 0.15%             | 2037-07-03      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                   | BAT International Finance PLC                              | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $680668.56    | 0.17%             | 2030-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC               | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $462257.74    | 0.12%             | 2027-09-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                 | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $685935.99    | 0.17%             | 2027-11-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114239.74    | 0.03%             | 2028-05-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $344075.65    | 0.09%             | 2028-01-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY OF OXFORD                   | University of Oxford                                       | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $214364.74    | 0.05%             | 2117-12-08      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                             | Pfizer Inc                                                 | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361990.43    | 0.09%             | 2043-06-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $476583.35    | 0.12%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $221800.32    | 0.06%             | 2030-01-16      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    700000 | PA      | $811779.96    | 0.20%             | 2027-01-22      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                | Autoroutes du Sud de la France SA                          | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $221667.60    | 0.06%             | 2030-01-22      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU               | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $465974.43    | 0.12%             | 2027-01-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                   | E.ON International Finance BV                              | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $394093.62    | 0.10%             | 2029-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    550000 | PA      | $634058.94    | 0.16%             | 2028-03-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $572128.56    | 0.14%             | 2028-03-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SANOFI SA                              | Sanofi SA                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $556472.00    | 0.14%             | 2030-03-21      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SANOFI SA                              | Sanofi SA                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $290513.19    | 0.07%             | 2038-03-21      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                | Richemont International Holding SA                         | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $610092.96    | 0.15%             | 2030-03-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| RICHEMONT INTERNATIONAL                | Richemont International Holding SA                         | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $488461.72    | 0.12%             | 2038-03-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $464501.15    | 0.12%             | 2028-04-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                            | Netflix Inc                                                | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    575000 | PA      | $685079.89    | 0.17%             | 2027-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172266.09    | 0.04%             | 2029-06-12      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| BAYER CAPITAL CORP BV                  | Bayer Capital Corp BV                                      | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $454099.98    | 0.11%             | 2029-12-15      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CONNECT PLUS ISSUER                    | Connect Plus M25 Issuer PLC                                | CUSIP: 000000000<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |    332002 | PA      | $374331.37    | 0.09%             | 2039-03-31      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                | National Australia Bank Ltd                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    196000 | PA      | $223027.59    | 0.06%             | 2028-08-30      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $446882.97    | 0.11%             | 2030-09-06      | Fixed         | 1.38%                 | Yes           |                  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      | $445161.96    | 0.11%             | 2030-09-03      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $334384.61    | 0.08%             | 2030-09-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| VINCI SA                               | Vinci SA                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $444881.47    | 0.11%             | 2030-09-26      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115343.24    | 0.03%             | 2028-09-27      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                             | AT&T, Inc.                                                 | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $230053.81    | 0.06%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $343213.84    | 0.09%             | 2030-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                 | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116844.66    | 0.03%             | 2030-11-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                 | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $577328.27    | 0.14%             | 2038-11-16      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.         | Takeda Pharmaceutical Co. Ltd.                             | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $583576.14    | 0.15%             | 2030-11-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                 | SAP SE                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $660730.07    | 0.17%             | 2031-03-10      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                 | SAP SE                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $572694.71    | 0.14%             | 2028-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $460270.16    | 0.12%             | 2029-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: —       |
| VINCI SA                               | Vinci SA                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $341549.08    | 0.09%             | 2029-01-18      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $406200.89    | 0.10%             | 2027-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                       | Altria Group Inc                                           | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    400000 | PA      | $467420.61    | 0.12%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                       | Altria Group Inc                                           | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $579192.04    | 0.15%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $867497.46    | 0.22%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $291904.63    | 0.07%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA          | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $546176.47    | 0.14%             | 2031-03-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                 | Cie de Saint-Gobain SA                                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $442020.89    | 0.11%             | 2031-03-15      | Fixed         | 1.88%                 | Yes           |                  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        |    400000 | PA      | $451480.79    | 0.11%             | 2029-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                    | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $564095.74    | 0.14%             | 2029-03-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $345857.83    | 0.09%             | 2027-07-01      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $109540.14    | 0.03%             | 2031-03-28      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $654515.59    | 0.16%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                        | Citigroup, Inc.                                            | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $669564.43    | 0.17%             | 2029-04-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                            | Netflix Inc                                                | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    550000 | PA      | $666691.09    | 0.17%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $528608.23    | 0.13%             | 2031-05-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                  | Bank of America Corp.                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $780174.43    | 0.20%             | 2030-05-09      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                 | BP Capital Markets PLC                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $318985.29    | 0.08%             | 2031-05-08      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                | Fidelity National Information Services Inc                 | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111847.48    | 0.03%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $220714.54    | 0.06%             | 2029-07-03      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                     | Vodafone Group PLC                                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110101.40    | 0.03%             | 2030-11-24      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                         | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $555746.79    | 0.14%             | 2029-05-28      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                 | Berkshire Hathaway Finance Corp                            | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286525.15    | 0.07%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                 | Berkshire Hathaway Finance Corp                            | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146092.75    | 0.04%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $285061.68    | 0.07%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $394162.95    | 0.10%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113085.77    | 0.03%             | 2029-07-04      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                    | Deutsche Telekom AG                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $342959.22    | 0.09%             | 2027-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221996.01    | 0.06%             | 2029-08-08      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                | HSBC Continental Europe SA                                 | CUSIP: 000000000<br>LEI: F0HUI1NY1AZMJMD8LP67 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $564579.96    | 0.14%             | 2027-09-03      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $294094.29    | 0.07%             | 2032-09-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $216014.13    | 0.05%             | 2029-09-10      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                   | DH Europe Finance II Sarl                                  | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $112157.57    | 0.03%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321841.23    | 0.08%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                   | Dassault Systemes SE                                       | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214552.31    | 0.05%             | 2029-09-16      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                | Wintershall Dea Finance BV                                 | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $334365.00    | 0.08%             | 2028-09-25      | Fixed         | 1.33%                 | Yes           |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                | Wintershall Dea Finance BV                                 | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103996.97    | 0.03%             | 2031-09-25      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530629.46    | 0.13%             | 2030-03-25      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC               | Thermo Fisher Scientific Inc                               | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147516.52    | 0.04%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                     | CK Hutchison Group Telecom Finance SA                      | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $111730.88    | 0.03%             | 2028-10-17      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $341925.18    | 0.09%             | 2027-06-17      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP               | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $215207.17    | 0.05%             | 2029-10-23      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $229638.16    | 0.06%             | 2027-02-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                               | Engie SA                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $312303.12    | 0.08%             | 2030-10-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517137.71    | 0.13%             | 2032-11-04      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO                         | Eli Lilly & Co                                             | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74683.27     | 0.02%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                | Mercedes-Benz International Finance BV                     | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    316000 | PA      | $362311.45    | 0.09%             | 2027-05-06      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                 | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $105264.60    | 0.03%             | 2031-11-06      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                          | Netflix, Inc.                                              | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $495443.16    | 0.12%             | 2029-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101353.82    | 0.03%             | 2031-11-08      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $310380.94    | 0.08%             | 2039-11-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112664.77    | 0.03%             | 2027-11-08      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                       | EssilorLuxottica SA                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $339129.94    | 0.09%             | 2027-11-27      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                       | EssilorLuxottica SA                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $412111.89    | 0.10%             | 2031-11-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $230241.06    | 0.06%             | 2027-01-14      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $575967.32    | 0.14%             | 2028-01-14      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                        | Danske Bank A/S                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    358000 | PA      | $471933.32    | 0.12%             | 2028-01-14      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $128254.39    | 0.03%             | 2027-12-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106857.37    | 0.03%             | 2030-01-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230652.13    | 0.06%             | 2027-01-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541635.54    | 0.14%             | 2030-01-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $461252.21    | 0.12%             | 2027-01-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU               | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $106930.48    | 0.03%             | 2030-02-03      | Fixed         | 0.66%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $229671.04    | 0.06%             | 2027-02-11      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $672219.70    | 0.17%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502071.67    | 0.13%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                           | Comcast Corp                                               | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201113.98    | 0.05%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT               | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $130516.69    | 0.03%             | 2027-02-11      | Fixed         | 1.13%                 | Yes           |                  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      | $783466.40    | 0.20%             | 2028-02-11      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: —       |
| COMCAST CORP                           | Comcast Corp                                               | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122857.96    | 0.03%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT               | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207546.08    | 0.05%             | 2031-02-11      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $458557.66    | 0.12%             | 2028-02-24      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER FINANCE                       | Unilever Finance Netherlands BV                            | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $337083.25    | 0.08%             | 2030-03-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $694525.85    | 0.17%             | 2029-03-31      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                     | Diageo Finance PLC                                         | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225622.82    | 0.06%             | 2032-03-27      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                | Nestle Finance International Ltd                           | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    206000 | PA      | $231232.67    | 0.06%             | 2030-04-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    550000 | PA      | $615154.71    | 0.15%             | 2040-04-02      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    700000 | PA      | $807036.53    | 0.20%             | 2032-04-02      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PERNOD RICARD SA                       | Pernod Ricard SA                                           | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111657.01    | 0.03%             | 2030-04-08      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                 | BP Capital Markets PLC                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $468889.58    | 0.12%             | 2028-04-07      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $286886.86    | 0.07%             | 2028-04-07      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108700.13    | 0.03%             | 2032-04-07      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $227018.40    | 0.06%             | 2028-07-24      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| CAPGEMINI SE                           | Capgemini SE                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $800219.20    | 0.20%             | 2029-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CAPGEMINI SE                           | Capgemini SE                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $331711.77    | 0.08%             | 2032-04-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: —       |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $790536.14    | 0.20%             | 2029-04-17      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                      | Wells Fargo & Co.                                          | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $732372.05    | 0.18%             | 2030-05-04      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                            | PepsiCo Inc                                                | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224042.34    | 0.06%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                | GlaxoSmithKline Capital PLC                                | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $250015.05    | 0.06%             | 2028-10-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $687420.53    | 0.17%             | 2027-05-14      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                | Nestle Finance International Ltd                           | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100289.42    | 0.03%             | 2032-05-12      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $166370.85    | 0.04%             | 2031-05-18      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.           | Verizon Communications, Inc.                               | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471897.68    | 0.12%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU               | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $690252.42    | 0.17%             | 2027-08-21      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $687918.64    | 0.17%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BASF SE                                | BASF SE                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $341979.00    | 0.09%             | 2027-06-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                       | EssilorLuxottica SA                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $336097.79    | 0.08%             | 2028-06-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: —       |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $392299.58    | 0.10%             | 2028-06-09      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                              | Airbus SE                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $612614.98    | 0.15%             | 2030-06-09      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $538563.48    | 0.14%             | 2030-06-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                      | Upjohn Finance BV                                          | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $669533.70    | 0.17%             | 2032-06-23      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                | Exxon Mobil Corp                                           | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $391188.37    | 0.10%             | 2028-06-26      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                | Exxon Mobil Corp                                           | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202322.08    | 0.05%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                | Exxon Mobil Corp                                           | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $380082.20    | 0.10%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                  | Takeda Pharmaceutical Co Ltd                               | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $178683.44    | 0.04%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                  | Takeda Pharmaceutical Co Ltd                               | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $518579.71    | 0.13%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYER AG                               | Bayer AG                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $309288.07    | 0.08%             | 2032-07-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                               | Bayer AG                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $326109.26    | 0.08%             | 2030-01-06      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $680068.67    | 0.17%             | 2028-09-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                 | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $372659.30    | 0.09%             | 2030-09-10      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co.                          | Coca-Cola Co.                                              | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $459717.52    | 0.12%             | 2029-03-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113962.92    | 0.03%             | 2028-09-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                    | Novartis Finance SA                                        | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |    850000 | PA      | $931487.35    | 0.23%             | 2028-09-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA          | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $385920.69    | 0.10%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $287991.98    | 0.07%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $101465.86    | 0.03%             | 2050-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.           | Mizuho Financial Group, Inc.                               | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $367070.91    | 0.09%             | 2030-10-07      | Fixed         | 0.69%                 | Yes           |                  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        |    400000 | PA      | $408332.91    | 0.10%             | 2031-02-21      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                     | Cellnex Telecom SA                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $437544.72    | 0.11%             | 2030-10-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| Bank of America Corp.                  | Bank of America Corp.                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311876.15    | 0.08%             | 2031-10-26      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549568.05    | 0.14%             | 2029-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $674557.80    | 0.17%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    661000 | PA      | $688743.83    | 0.17%             | 2031-11-13      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: —       |
| OP CORPORATE BANK PLC                  | OP Corporate Bank plc                                      | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $112465.45    | 0.03%             | 2027-11-16      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $776093.35    | 0.19%             | 2030-11-19      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                | Unibail-Rodamco-Westfield SE                               | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    300000 | PA      | $310206.33    | 0.08%             | 2031-12-04      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                         | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $675417.46    | 0.17%             | 2032-12-03      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                | Autostrade per l'Italia SpA                                | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $572447.01    | 0.14%             | 2028-12-04      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $336189.33    | 0.08%             | 2027-12-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                       | NTT Finance Corp                                           | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        | 200000000 | PA      | $1183733.86   | 0.30%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV            | Digital Intrepid Holding BV                                | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |    400000 | PA      | $398732.66    | 0.10%             | 2031-07-15      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $405807.09    | 0.10%             | 2031-01-14      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $443355.52    | 0.11%             | 2029-06-12      | Fixed         | 0.50%                 | Yes           |                  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      | $660279.48    | 0.17%             | 2028-07-19      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    563000 | PA      | $541403.56    | 0.14%             | 2033-01-18      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                         | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217724.58    | 0.05%             | 2030-01-19      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    382000 | PA      | $400880.85    | 0.10%             | 2031-01-19      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $671278.15    | 0.17%             | 2028-01-26      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223523.79    | 0.06%             | 2028-02-11      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                  | Cellnex Finance Co SA                                      | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209712.39    | 0.05%             | 2033-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111511.41    | 0.03%             | 2028-02-18      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $287490.95    | 0.07%             | 2033-02-24      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $446434.40    | 0.11%             | 2028-02-24      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                           | DNB Bank ASA                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $501563.98    | 0.13%             | 2029-02-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $380279.47    | 0.10%             | 2028-12-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $308927.46    | 0.08%             | 2031-03-03      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                       | NTT Finance Corp                                           | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $421890.27    | 0.11%             | 2030-03-03      | Fixed         | 0.34%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                 | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $442415.00    | 0.11%             | 2033-03-11      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $563916.38    | 0.14%             | 2028-03-16      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH               | Imperial Brands Finance Netherlands BV                     | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $610441.58    | 0.15%             | 2033-03-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $635916.68    | 0.16%             | 2031-03-22      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.           | Verizon Communications, Inc.                               | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    384000 | PA      | $417317.30    | 0.10%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502340.43    | 0.13%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273703.44    | 0.07%             | 2033-03-18      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $638992.33    | 0.16%             | 2027-12-07      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                  | Traton Finance Luxembourg SA                               | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $435565.29    | 0.11%             | 2029-03-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $566913.65    | 0.14%             | 2027-03-30      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                 | UBS AG                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $205867.78    | 0.05%             | 2031-03-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $445821.42    | 0.11%             | 2028-04-20      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| NEXI SPA                               | Nexi SpA                                                   | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $225819.99    | 0.06%             | 2029-04-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $241255.13    | 0.06%             | 2033-04-28      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP               | Toyota Motor Credit Corp                                   | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $448948.42    | 0.11%             | 2027-11-05      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| BorgWarner, Inc.                       | BorgWarner, Inc.                                           | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619304.73    | 0.16%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104644.73    | 0.03%             | 2032-05-24      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341094.49    | 0.09%             | 2028-08-24      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $458295.64    | 0.11%             | 2028-05-26      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $506058.94    | 0.13%             | 2029-06-02      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                  | Cellnex Finance Co SA                                      | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $228045.69    | 0.06%             | 2028-06-08      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196135.04    | 0.05%             | 2033-06-02      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $330942.45    | 0.08%             | 2028-11-03      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $444624.56    | 0.11%             | 2028-06-14      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113730.20    | 0.03%             | 2027-06-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $87486.50     | 0.02%             | 2036-06-17      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $689586.55    | 0.17%             | 2030-06-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                             | Vonovia SE                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $385495.51    | 0.10%             | 2033-06-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                             | Vonovia SE                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $427274.14    | 0.11%             | 2029-12-14      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $221811.81    | 0.06%             | 2028-06-21      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $438436.34    | 0.11%             | 2029-01-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: —       |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $285497.73    | 0.07%             | 2033-06-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222842.25    | 0.06%             | 2029-06-24      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $447308.93    | 0.11%             | 2029-07-05      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $567980.13    | 0.14%             | 2027-07-08      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                              | Prosus NV                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109662.85    | 0.03%             | 2029-07-13      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER               | Volkswagen Financial Services AG                           | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $571153.47    | 0.14%             | 2027-02-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON                          | UBS AG/London                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    350000 | PA      | $385231.17    | 0.10%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB               | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $109752.14    | 0.03%             | 2028-09-06      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                             | Vonovia SE                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $390020.87    | 0.10%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                             | Vonovia SE                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $219951.82    | 0.06%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                  | Holcim Finance Luxembourg SA                               | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208600.57    | 0.05%             | 2030-09-03      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                 | Mizuho Financial Group Inc                                 | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $441310.79    | 0.11%             | 2029-09-06      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $441050.75    | 0.11%             | 2029-09-21      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $536416.60    | 0.13%             | 2029-09-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301380.30    | 0.08%             | 2032-03-23      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    289000 | PA      | $319874.84    | 0.08%             | 2029-09-24      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $338878.89    | 0.08%             | 2028-09-29      | Fixed         | 0.38%                 | Yes           |                  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        |    650000 | PA      | $690357.55    | 0.17%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                            | PepsiCo Inc                                                | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    461000 | PA      | $447552.48    | 0.11%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $103269.44    | 0.03%             | 2031-11-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $319401.99    | 0.08%             | 2030-02-11      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $409418.13    | 0.10%             | 2031-11-03      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.              | Goldman Sachs Group, Inc.                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $494920.62    | 0.12%             | 2029-05-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| ASTM SPA                               | ASTM SpA                                                   | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $262096.18    | 0.07%             | 2033-11-25      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ASTM SPA                               | ASTM SpA                                                   | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $442612.12    | 0.11%             | 2030-01-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $753071.93    | 0.19%             | 2033-12-16      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN SA                          | Aroundtown SA                                              | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $455668.76    | 0.11%             | 2027-04-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202694.66    | 0.05%             | 2032-01-14      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $434054.26    | 0.11%             | 2030-07-11      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $230692.36    | 0.06%             | 2028-01-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $680575.57    | 0.17%             | 2029-01-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank/The                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $288075.06    | 0.07%             | 2027-01-18      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $305946.62    | 0.08%             | 2032-01-19      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115582.55    | 0.03%             | 2028-01-18      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                           | DNB Bank ASA                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $229903.35    | 0.06%             | 2028-01-18      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                     | Abertis France SAS                                         | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $321509.35    | 0.08%             | 2031-01-18      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98248.60     | 0.02%             | 2034-01-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $230410.33    | 0.06%             | 2028-01-21      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER               | Volkswagen Financial Services AG                           | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $564252.72    | 0.14%             | 2028-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.              | Goldman Sachs Group, Inc.                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $392084.24    | 0.10%             | 2029-02-07      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $342646.86    | 0.09%             | 2027-08-09      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98786.69     | 0.02%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108193.80    | 0.03%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111052.97    | 0.03%             | 2031-02-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    350000 | PA      | $404989.01    | 0.10%             | 2027-02-16      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                | National Australia Bank Ltd                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $327840.05    | 0.08%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232790.89    | 0.06%             | 2028-02-23      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $334796.93    | 0.08%             | 2029-02-24      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                    | NatWest Markets PLC                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116086.84    | 0.03%             | 2027-03-02      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BASF SE                                | BASF SE                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $434109.75    | 0.11%             | 2031-03-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| IBERDROLA FINANZAS SAU                 | Iberdrola Finanzas SA                                      | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $106096.34    | 0.03%             | 2032-03-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $343589.54    | 0.09%             | 2032-04-02      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $450361.01    | 0.11%             | 2029-03-29      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                          | AIB Group PLC                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $526373.64    | 0.13%             | 2028-04-04      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank/The                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $397001.36    | 0.10%             | 2027-04-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    382000 | PA      | $415930.05    | 0.10%             | 2032-04-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank/The                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $783510.02    | 0.20%             | 2030-04-08      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $647039.73    | 0.16%             | 2032-04-07      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $385304.30    | 0.10%             | 2029-04-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $465428.72    | 0.12%             | 2027-04-26      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                   | Royal Bank of Canada                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $573358.82    | 0.14%             | 2029-04-26      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $451721.86    | 0.11%             | 2033-04-27      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $263197.02    | 0.07%             | 2029-10-29      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $345965.08    | 0.09%             | 2029-11-06      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $232760.06    | 0.06%             | 2029-05-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SUEZ                                   | Suez SACA                                                  | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $435143.32    | 0.11%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                | National Australia Bank Ltd                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $232382.84    | 0.06%             | 2028-05-24      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                 | RWE AG                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $46582.37     | 0.01%             | 2030-05-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $445712.27    | 0.11%             | 2037-06-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $693088.24    | 0.17%             | 2029-06-29      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                            | Swedbank AB                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    478000 | PA      | $559252.36    | 0.14%             | 2027-05-25      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                    | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $233739.71    | 0.06%             | 2029-05-30      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Visa, Inc.                             | Visa, Inc.                                                 | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $574333.15    | 0.14%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $470597.51    | 0.12%             | 2030-06-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank/The                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $528674.30    | 0.13%             | 2027-08-03      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank/The                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $575885.95    | 0.14%             | 2032-08-03      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC               | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $412041.29    | 0.10%             | 2030-08-24      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $348148.58    | 0.09%             | 2029-08-29      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                         | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $477996.15    | 0.12%             | 2029-09-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $744575.80    | 0.19%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $480762.16    | 0.12%             | 2028-09-06      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV   | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $577544.63    | 0.14%             | 2033-09-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $365274.67    | 0.09%             | 2027-09-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $484263.30    | 0.12%             | 2029-09-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $152366.10    | 0.04%             | 2033-09-07      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $484711.90    | 0.12%             | 2029-03-09      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $592946.36    | 0.15%             | 2027-09-14      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $714538.77    | 0.18%             | 2027-09-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                           | Amprion GmbH                                               | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $363328.02    | 0.09%             | 2032-09-22      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                          | Citigroup Inc                                              | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $657903.24    | 0.17%             | 2028-09-22      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                          | Citigroup Inc                                              | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    156000 | PA      | $189406.93    | 0.05%             | 2033-09-22      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA          | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $473832.93    | 0.12%             | 2028-10-15      | Fixed         | 3.00%                 | 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      | $743268.08    | 0.19%             | 2029-10-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    252000 | PA      | $307105.10    | 0.08%             | 2028-10-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $641749.12    | 0.16%             | 2034-01-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $480026.12    | 0.12%             | 2028-01-27      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    225000 | PA      | $284223.49    | 0.07%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.           | Verizon Communications, Inc.                               | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    475000 | PA      | $584125.35    | 0.15%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $388911.87    | 0.10%             | 2042-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $626962.27    | 0.16%             | 2032-06-07      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| SUEZ                                   | Suez SACA                                                  | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $253035.48    | 0.06%             | 2032-11-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                | Honeywell International Inc                                | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $602328.82    | 0.15%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                    | NatWest Markets PLC                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $139502.17    | 0.03%             | 2027-11-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $517857.29    | 0.13%             | 2033-11-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $508538.87    | 0.13%             | 2030-11-14      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                   | Booking Holdings Inc                                       | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $756300.08    | 0.19%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                   | Booking Holdings Inc                                       | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $497575.72    | 0.12%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    754000 | PA      | $975177.28    | 0.24%             | 2029-03-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                    | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $493912.06    | 0.12%             | 2032-11-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $622907.01    | 0.16%             | 2034-11-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $848357.87    | 0.21%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $725096.56    | 0.18%             | 2032-11-29      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $476134.93    | 0.12%             | 2027-07-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $833073.58    | 0.21%             | 2034-11-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $385757.40    | 0.10%             | 2034-01-29      | Fixed         | 5.26%                 | Yes           |                  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        |    600000 | PA      | $711858.92    | 0.18%             | 2033-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $728975.55    | 0.18%             | 2030-12-06      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $243591.79    | 0.06%             | 2030-01-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $482967.46    | 0.12%             | 2031-01-10      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                        | Danske Bank A/S                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    350000 | PA      | $428348.17    | 0.11%             | 2031-01-10      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $615423.06    | 0.15%             | 2033-01-13      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $365534.29    | 0.09%             | 2028-07-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $606600.08    | 0.15%             | 2029-07-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $122756.13    | 0.03%             | 2031-01-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                               | Engie SA                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $601754.84    | 0.15%             | 2030-01-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                               | Engie SA                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $479471.78    | 0.12%             | 2035-01-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $419198.12    | 0.11%             | 2032-06-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $602005.46    | 0.15%             | 2028-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    525000 | PA      | $641994.15    | 0.16%             | 2029-01-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $605076.47    | 0.15%             | 2029-01-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $363583.57    | 0.09%             | 2033-01-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $597477.37    | 0.15%             | 2028-01-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $408470.80    | 0.10%             | 2029-10-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                  | SpareBank 1 Sor-Norge ASA                                  | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $599399.90    | 0.15%             | 2027-11-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $720979.13    | 0.18%             | 2028-01-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    550000 | PA      | $660061.82    | 0.17%             | 2028-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp.  | International Business Machines Corp.                      | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $599502.84    | 0.15%             | 2031-02-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $378818.17    | 0.10%             | 2038-02-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $338865.60    | 0.08%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $474107.77    | 0.12%             | 2027-02-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $236971.41    | 0.06%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $424917.06    | 0.11%             | 2029-02-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB               | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $597022.42    | 0.15%             | 2028-02-17      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV   | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $480047.67    | 0.12%             | 2031-08-24      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120576.90    | 0.03%             | 2029-02-23      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $423003.85    | 0.11%             | 2030-12-12      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $491597.69    | 0.12%             | 2030-03-02      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $542997.27    | 0.14%             | 2028-03-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    869000 | PA      | $1059798.80   | 0.27%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $367491.02    | 0.09%             | 2030-03-07      | Fixed         | 4.13%                 | Yes           |                  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      | $608617.21    | 0.15%             | 2029-03-13      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $500386.58    | 0.13%             | 2032-03-10      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $361130.37    | 0.09%             | 2028-03-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP               | Toyota Motor Credit Corp                                   | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $731441.16    | 0.18%             | 2029-09-13      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $242505.21    | 0.06%             | 2030-03-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $360605.10    | 0.09%             | 2028-03-17      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $487416.60    | 0.12%             | 2031-04-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                           | KBC Group NV                                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $367270.68    | 0.09%             | 2030-04-19      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $847392.59    | 0.21%             | 2031-04-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $611907.81    | 0.15%             | 2028-10-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $489653.06    | 0.12%             | 2030-05-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    550000 | PA      | $664434.02    | 0.17%             | 2028-05-09      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    350000 | PA      | $424366.76    | 0.11%             | 2028-05-05      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                 | Standard Chartered PLC                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $624610.06    | 0.16%             | 2031-05-10      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $489342.47    | 0.12%             | 2029-02-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                 | Booking Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $365216.42    | 0.09%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                             | AT&T, Inc.                                                 | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $606557.46    | 0.15%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $425845.90    | 0.11%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                             | L'Oreal SA                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $593568.03    | 0.15%             | 2028-05-19      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $730770.58    | 0.18%             | 2029-05-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    520000 | PA      | $655167.43    | 0.16%             | 2030-05-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $642204.89    | 0.16%             | 2033-05-23      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                         | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $488430.49    | 0.12%             | 2033-05-24      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV | Mercedes-Benz International Finance BV                     | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $363427.54    | 0.09%             | 2031-05-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $146677.43    | 0.04%             | 2033-05-31      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                               | Bayer AG                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $561649.68    | 0.14%             | 2033-05-26      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                      | Robert Bosch GmbH                                          | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119025.86    | 0.03%             | 2035-06-02      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                      | Robert Bosch GmbH                                          | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $693143.59    | 0.17%             | 2043-06-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                      | Robert Bosch GmbH                                          | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $480162.74    | 0.12%             | 2030-06-02      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $363708.55    | 0.09%             | 2031-07-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $720456.18    | 0.18%             | 2027-06-02      | Fixed         | 4.13%                 | Yes           |                  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      | $606861.84    | 0.15%             | 2033-06-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $246099.78    | 0.06%             | 2030-06-12      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $728212.50    | 0.18%             | 2028-06-12      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $359110.53    | 0.09%             | 2031-06-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank AS                         | Danske Bank AS                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $619805.25    | 0.16%             | 2030-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $481428.46    | 0.12%             | 2027-06-29      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $493906.23    | 0.12%             | 2029-07-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                           | DNB Bank ASA                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $120825.52    | 0.03%             | 2028-07-19      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                       | NTT Finance Corp                                           | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        | 100000000 | PA      | $572262.16    | 0.14%             | 2033-06-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $621561.97    | 0.16%             | 2030-08-08      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $419599.43    | 0.11%             | 2029-08-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                 | Commonwealth Bank of Australia                             | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $134090.16    | 0.03%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $421308.30    | 0.11%             | 2028-08-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $641733.79    | 0.16%             | 2031-08-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $493512.29    | 0.12%             | 2030-09-06      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kering SA                              | Kering SA                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $476888.15    | 0.12%             | 2031-09-05      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| KERING                                 | Kering SA                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $352927.52    | 0.09%             | 2035-09-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT               | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $478589.73    | 0.12%             | 2029-09-07      | Fixed         | 3.25%                 | Yes           |                  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      | $598264.64    | 0.15%             | 2033-09-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                | Panasonic Holdings Corp                                    | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        | 100000000 | PA      | $621870.64    | 0.16%             | 2028-09-14      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC               | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    373000 | PA      | $466060.48    | 0.12%             | 2031-09-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                         | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $611582.98    | 0.15%             | 2032-09-26      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $737321.65    | 0.18%             | 2029-09-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                     | Deutsche Boerse AG                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $242266.38    | 0.06%             | 2033-09-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AYVENS SA                              | Ayvens SA                                                  | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $494746.04    | 0.12%             | 2028-10-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $1011046.34   | 0.25%             | 2031-10-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $536910.49    | 0.13%             | 2029-11-06      | Fixed         | 7.09%                 | Yes           |                  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      | $622936.67    | 0.16%             | 2031-11-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $746795.46    | 0.19%             | 2032-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| SWEDBANK AB                            | Swedbank AB                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $488379.15    | 0.12%             | 2028-11-13      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    674000 | PA      | $834909.52    | 0.21%             | 2031-11-13      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $498983.71    | 0.13%             | 2031-11-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $488088.04    | 0.12%             | 2028-11-21      | Fixed         | 4.13%                 | Yes           |                  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      | $121463.04    | 0.03%             | 2030-11-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $490084.11    | 0.12%             | 2033-11-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $249789.19    | 0.06%             | 2033-11-29      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $237370.70    | 0.06%             | 2028-01-09      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $715007.82    | 0.18%             | 2034-01-09      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $358770.50    | 0.09%             | 2030-01-09      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $481090.94    | 0.12%             | 2029-01-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $482790.72    | 0.12%             | 2035-01-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $727606.93    | 0.18%             | 2033-06-09      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $492303.66    | 0.12%             | 2033-01-31      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                | Volkswagen Leasing GmbH                                    | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $300543.48    | 0.08%             | 2028-10-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                   | Westpac Banking Corp                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $134295.55    | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | 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      | $484991.41    | 0.12%             | 2034-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $480472.41    | 0.12%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $353459.09    | 0.09%             | 2034-02-03      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $418867.78    | 0.11%             | 2034-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $480655.53    | 0.12%             | 2032-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                | Santander Consumer Finance SA                              | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $602428.04    | 0.15%             | 2029-01-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $591793.88    | 0.15%             | 2034-01-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AYVENS SA                              | Ayvens SA                                                  | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $360948.97    | 0.09%             | 2028-01-24      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $235527.74    | 0.06%             | 2036-01-25      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $367288.02    | 0.09%             | 2031-01-23      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $474665.36    | 0.12%             | 2035-01-23      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR               | Motability Operations Group PLC                            | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $559029.93    | 0.14%             | 2034-01-24      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU               | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $596431.54    | 0.15%             | 2032-01-24      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $238707.39    | 0.06%             | 2034-07-26      | Fixed         | 3.82%                 | Yes           |                  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      | $134158.18    | 0.03%             | 2029-02-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                     | BMW US Capital LLC                                         | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $288820.88    | 0.07%             | 2034-02-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                     | BMW US Capital LLC                                         | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $473413.47    | 0.12%             | 2027-11-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $607977.60    | 0.15%             | 2032-02-09      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $599874.09    | 0.15%             | 2034-02-13      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $481516.67    | 0.12%             | 2035-02-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $240590.80    | 0.06%             | 2029-08-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                     | Koninklijke KPN NV                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $470489.58    | 0.12%             | 2036-02-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SNAM SPA                               | Snam SpA                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    382000 | PA      | $453880.22    | 0.11%             | 2034-02-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AYVENS SA                              | Ayvens SA                                                  | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119190.86    | 0.03%             | 2027-02-22      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $412889.79    | 0.10%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $174047.34    | 0.04%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $439938.95    | 0.11%             | 2044-02-22      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $476170.49    | 0.12%             | 2028-11-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $705248.04    | 0.18%             | 2032-05-22      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $477784.39    | 0.12%             | 2036-02-26      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU               | American Medical Systems Europe BV                         | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $450619.18    | 0.11%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                 | Standard Chartered PLC                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $243321.25    | 0.06%             | 2032-03-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $481090.84    | 0.12%             | 2034-03-05      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $481234.95    | 0.12%             | 2033-03-08      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| KERING                                 | Kering SA                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $469325.78    | 0.12%             | 2032-03-11      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $118085.13    | 0.03%             | 2034-03-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $276369.70    | 0.07%             | 2035-03-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                | National Australia Bank Ltd                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $133712.73    | 0.03%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119871.47    | 0.03%             | 2031-03-26      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE POST AG                       | Deutsche Post AG                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $349636.26    | 0.09%             | 2036-03-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    625000 | PA      | $743940.74    | 0.19%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $841107.24    | 0.21%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $653247.00    | 0.16%             | 2034-03-21      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    550000 | PA      | $612722.00    | 0.15%             | 2044-03-22      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    500000 | PA      | $597155.09    | 0.15%             | 2031-09-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    500000 | PA      | $581535.23    | 0.15%             | 2037-03-22      | Fixed         | 3.75%                 | Yes           |                  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      | $352592.21    | 0.09%             | 2034-04-08      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $724660.67    | 0.18%             | 2030-04-04      | Fixed         | 4.13%                 | Yes           |                  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      | $476048.02    | 0.12%             | 2030-04-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank/The                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $415248.00    | 0.10%             | 2031-04-16      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $120116.08    | 0.03%             | 2030-10-16      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                    | Bank of Nova Scotia/The                                    | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $239642.69    | 0.06%             | 2029-04-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $482633.49    | 0.12%             | 2029-04-22      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                  | Lonza Finance International NV                             | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $467812.14    | 0.12%             | 2036-04-24      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $727629.92    | 0.18%             | 2035-05-08      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                   | Westpac Banking Corp                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $336589.12    | 0.08%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                          | Citigroup Inc                                              | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $596033.60    | 0.15%             | 2032-05-14      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC               | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $360822.56    | 0.09%             | 2032-05-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                | Mercedes-Benz International Finance BV                     | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |    284000 | PA      | $336301.95    | 0.08%             | 2030-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                      | Johnson & Johnson                                          | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110409.53    | 0.03%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                | Novo Nordisk Finance Netherlands BV                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $238134.12    | 0.06%             | 2029-01-21      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                | Novo Nordisk Finance Netherlands BV                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $816829.18    | 0.20%             | 2034-05-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NOVO NORDISK A/S                       | Novo Nordisk Finance Netherlands BV                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $593250.86    | 0.15%             | 2031-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                       | NTT Finance Corp                                           | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        | 100000000 | PA      | $620369.64    | 0.16%             | 2029-06-20      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $359100.27    | 0.09%             | 2029-06-11      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $775291.87    | 0.19%             | 2028-06-06      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $358438.63    | 0.09%             | 2028-06-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                  | Becton Dickinson & Co                                      | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $359050.64    | 0.09%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $180746.53    | 0.05%             | 2034-06-11      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR               | Motability Operations Group PLC                            | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120986.60    | 0.03%             | 2030-01-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR               | Motability Operations Group PLC                            | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $239346.08    | 0.06%             | 2035-06-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $368320.03    | 0.09%             | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                       | Bank of Montreal                                           | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $207431.18    | 0.05%             | 2030-07-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP               | Toyota Motor Credit Corp                                   | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $239832.88    | 0.06%             | 2031-07-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $901780.14    | 0.23%             | 2032-07-22      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    474000 | PA      | $567736.32    | 0.14%             | 2032-07-24      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC               | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $477188.29    | 0.12%             | 2030-11-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                 | BMW International Investment BV                            | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $532797.76    | 0.13%             | 2027-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                | National Australia Bank Ltd                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $591557.59    | 0.15%             | 2030-02-28      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $470005.34    | 0.12%             | 2035-09-03      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $714354.13    | 0.18%             | 2030-09-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                     | Diageo Finance PLC                                         | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $352391.38    | 0.09%             | 2031-02-28      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                 | Mitsubishi UFJ Financial Group Inc                         | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $474290.09    | 0.12%             | 2032-09-05      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                       | EssilorLuxottica SA                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $707422.74    | 0.18%             | 2029-03-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                 | DWR Cymru Financing UK PLC                                 | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $382746.12    | 0.10%             | 2044-09-10      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                 | Anglian Water Services Financing PLC                       | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $258695.40    | 0.06%             | 2044-09-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $118607.91    | 0.03%             | 2032-09-12      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                    | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    726000 | PA      | $867094.14    | 0.22%             | 2032-09-16      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $592469.14    | 0.15%             | 2032-09-19      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $593012.86    | 0.15%             | 2030-09-25      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $765774.19    | 0.19%             | 2035-09-25      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $459701.76    | 0.12%             | 2034-09-26      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                           | Comcast Corp                                               | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $317314.18    | 0.08%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1066467.15   | 0.27%             | 2029-04-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $587224.59    | 0.15%             | 2032-10-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $466392.37    | 0.12%             | 2031-10-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EUROGRID GMBH                          | Eurogrid GmbH                                              | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $463048.26    | 0.12%             | 2035-10-18      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                 | Berkshire Hathaway Inc                                     | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $631757.79    | 0.16%             | 2027-12-08      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $536713.90    | 0.13%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                    | NatWest Markets PLC                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $707702.61    | 0.18%             | 2027-11-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $234442.82    | 0.06%             | 2036-01-31      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| DSV FINANCE BV                         | DSV Finance BV                                             | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $355891.76    | 0.09%             | 2028-11-06      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| DSV FINANCE BV                         | DSV Finance BV                                             | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $472952.36    | 0.12%             | 2030-11-06      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $472209.47    | 0.12%             | 2027-02-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $475257.64    | 0.12%             | 2030-11-13      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER               | Volkswagen Financial Services AG                           | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $237834.81    | 0.06%             | 2029-05-19      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $468699.61    | 0.12%             | 2032-11-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER               | Volkswagen Financial Services AG                           | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $354806.11    | 0.09%             | 2027-05-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                           | DNB Bank ASA                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $527663.09    | 0.13%             | 2030-11-29      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $554026.00    | 0.14%             | 2033-01-13      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $276386.93    | 0.07%             | 2032-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                    | NatWest Markets PLC                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $471518.40    | 0.12%             | 2030-01-10      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $417082.00    | 0.10%             | 2032-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118912.02    | 0.03%             | 2031-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $593652.81    | 0.15%             | 2031-01-15      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    750000 | PA      | $890362.95    | 0.22%             | 2029-07-16      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $356329.67    | 0.09%             | 2033-01-16      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118599.02    | 0.03%             | 2030-01-21      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $475220.37    | 0.12%             | 2034-01-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                 | BMW International Investment BV                            | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $473411.39    | 0.12%             | 2029-07-22      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $822277.81    | 0.21%             | 2033-01-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU               | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $464106.21    | 0.12%             | 2034-01-23      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $521559.32    | 0.13%             | 2036-01-23      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $352647.95    | 0.09%             | 2036-01-27      | Fixed         | 3.77%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                    | Deutsche Telekom AG                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $431683.20    | 0.11%             | 2045-02-03      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $530822.83    | 0.13%             | 2031-01-28      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $232598.18    | 0.06%             | 2036-01-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                       | T-Mobile USA Inc                                           | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    385000 | PA      | $432425.64    | 0.11%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                       | T-Mobile USA Inc                                           | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $580797.57    | 0.15%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                | Imperial Brands Finance PLC                                | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $230660.02    | 0.06%             | 2034-02-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP                               | International Business Machines Corp                       | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $577539.60    | 0.14%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $587085.05    | 0.15%             | 2031-02-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $346411.85    | 0.09%             | 2035-02-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $701984.48    | 0.18%             | 2030-02-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $687894.70    | 0.17%             | 2034-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $581519.15    | 0.15%             | 2031-08-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $457950.23    | 0.11%             | 2036-08-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $698334.29    | 0.18%             | 2036-02-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                | Carlsberg Breweries A/S                                    | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    150000 | PA      | $172699.26    | 0.04%             | 2035-02-28      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $464934.07    | 0.12%             | 2032-02-26      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                      | Johnson & Johnson                                          | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319853.39    | 0.08%             | 2055-02-26      | 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        |    350000 | PA      | $409022.94    | 0.10%             | 2032-02-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                | Carlsberg Breweries A/S                                    | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $589092.67    | 0.15%             | 2029-08-28      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                      | Johnson & Johnson                                          | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $574082.32    | 0.14%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $469304.60    | 0.12%             | 2030-03-03      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $215233.90    | 0.05%             | 2045-03-03      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $347669.09    | 0.09%             | 2033-03-03      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $345414.57    | 0.09%             | 2035-03-07      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC               | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $233239.65    | 0.06%             | 2036-03-04      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $583160.70    | 0.15%             | 2034-03-10      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                         | Var Energi ASA                                             | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $590278.39    | 0.15%             | 2031-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                 | Standard Chartered PLC                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $416574.54    | 0.10%             | 2033-03-17      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $356401.06    | 0.09%             | 2030-03-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK PLC                       | Santander UK PLC                                           | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $355271.45    | 0.09%             | 2030-03-25      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $411675.32    | 0.10%             | 2030-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $410268.46    | 0.10%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                          | Blackrock Inc                                              | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $593697.51    | 0.15%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $298603.19    | 0.07%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $712407.82    | 0.18%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                          | Citigroup Inc                                              | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $835563.36    | 0.21%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    400000 | PA      | $466202.98    | 0.12%             | 2030-05-02      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $699443.38    | 0.18%             | 2030-05-07      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $584885.37    | 0.15%             | 2030-05-06      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT               | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $469281.01    | 0.12%             | 2029-03-07      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: —       |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $353110.12    | 0.09%             | 2036-05-06      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $817912.57    | 0.21%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $346690.70    | 0.09%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $449117.33    | 0.11%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $455658.69    | 0.11%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $435730.24    | 0.11%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                               | Visa Inc                                                   | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $408153.55    | 0.10%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $473334.12    | 0.12%             | 2030-05-13      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN SA                          | Aroundtown SA                                              | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $232018.29    | 0.06%             | 2030-05-13      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $590404.38    | 0.15%             | 2030-05-13      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $392158.26    | 0.10%             | 2034-05-13      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $590031.75    | 0.15%             | 2030-05-14      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $473134.42    | 0.12%             | 2036-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $596502.97    | 0.15%             | 2036-05-13      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $591277.57    | 0.15%             | 2031-08-14      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    500000 | PA      | $579602.92    | 0.15%             | 2038-05-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/               | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    500000 | PA      | $586296.02    | 0.15%             | 2033-05-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                    | American Express Co                                        | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $354211.85    | 0.09%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC               | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $549767.52    | 0.14%             | 2031-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BMW FINANCE NV                         | BMW Finance NV                                             | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117529.94    | 0.03%             | 2028-05-20      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP                        | McDonald's Corp                                            | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $354174.24    | 0.09%             | 2032-05-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                | Pfizer Netherlands International Finance BV                | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117581.10    | 0.03%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $420653.75    | 0.11%             | 2033-05-22      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $587136.34    | 0.15%             | 2036-05-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $470210.61    | 0.12%             | 2029-05-27      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $584426.89    | 0.15%             | 2032-05-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232630.46    | 0.06%             | 2035-05-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                | Novo Nordisk Finance Netherlands BV                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $467486.12    | 0.12%             | 2028-05-27      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                | Novo Nordisk Finance Netherlands BV                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $351413.66    | 0.09%             | 2030-08-27      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                   | Robert Bosch Finance LLC                                   | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $469532.47    | 0.12%             | 2028-05-28      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                   | Flutter Treasury DAC                                       | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $135445.12    | 0.03%             | 2031-06-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $587344.33    | 0.15%             | 2029-06-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                 | Mitsubishi UFJ Financial Group Inc                         | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $235798.45    | 0.06%             | 2036-06-10      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $234271.31    | 0.06%             | 2035-06-10      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $468736.70    | 0.12%             | 2031-06-10      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                       | EssilorLuxottica SA                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $349211.78    | 0.09%             | 2030-01-10      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $586739.04    | 0.15%             | 2029-06-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                           | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $345755.11    | 0.09%             | 2035-06-26      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SNAM SPA                               | Snam SpA                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $232391.29    | 0.06%             | 2032-07-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC               | Ford Motor Credit Co LLC                                   | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $354831.08    | 0.09%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $349361.33    | 0.09%             | 2035-07-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $584071.71    | 0.15%             | 2031-07-01      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                       | Bank of Montreal                                           | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $583252.38    | 0.15%             | 2032-01-09      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $117438.73    | 0.03%             | 2030-07-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                 | Canadian Imperial Bank of Commerce                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $468107.40    | 0.12%             | 2031-07-16      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                       | NTT Finance Corp                                           | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $826661.66    | 0.21%             | 2033-07-16      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                       | NTT Finance Corp                                           | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $587823.81    | 0.15%             | 2029-03-16      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                       | NTT Finance Corp                                           | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $237742.79    | 0.06%             | 2037-07-16      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $526922.60    | 0.13%             | 2029-07-23      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117245.38    | 0.03%             | 2036-07-23      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231674.10    | 0.06%             | 2032-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $456787.29    | 0.11%             | 2037-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                     | SW Finance I PLC                                           | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $279118.01    | 0.07%             | 2032-08-07      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $291630.89    | 0.07%             | 2036-08-11      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $234181.68    | 0.06%             | 2028-08-13      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $231344.68    | 0.06%             | 2032-08-18      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $347867.55    | 0.09%             | 2032-08-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $469099.97    | 0.12%             | 2035-08-26      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                  | Schneider Electric SE                                      | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232874.75    | 0.06%             | 2037-09-02      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                    | NatWest Markets PLC                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $233292.84    | 0.06%             | 2030-09-03      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $350469.90    | 0.09%             | 2034-09-03      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $230580.81    | 0.06%             | 2037-09-04      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $350343.06    | 0.09%             | 2033-09-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                   | Scentre Group Trust 1                                      | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |    600000 | PA      | $381852.88    | 0.10%             | 2035-09-18      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $579556.10    | 0.15%             | 2033-09-17      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $466043.11    | 0.12%             | 2031-09-22      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| CAPGEMINI SE                           | Capgemini SE                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231934.72    | 0.06%             | 2031-09-25      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CAPGEMINI SE                           | Capgemini SE                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $458672.26    | 0.12%             | 2034-09-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                | BPCE SA                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116287.05    | 0.03%             | 2033-10-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $578211.36    | 0.15%             | 2035-10-08      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                | National Australia Bank Ltd                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $259810.03    | 0.07%             | 2035-10-16      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                          | Citigroup Inc                                              | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $691146.29    | 0.17%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $462647.07    | 0.12%             | 2031-10-30      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $519095.39    | 0.13%             | 2036-10-31      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $268683.88    | 0.07%             | 2031-11-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228965.00    | 0.06%             | 2034-11-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233775.32    | 0.06%             | 2028-11-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $798660.42    | 0.20%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223726.72    | 0.06%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                           | Alphabet Inc                                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $624382.83    | 0.16%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $814765.66    | 0.20%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $635481.56    | 0.16%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                | BMS Ireland Capital Funding DAC                            | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $229203.50    | 0.06%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                | BMS Ireland Capital Funding DAC                            | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $696374.54    | 0.17%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                   | Westpac Banking Corp                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $163691.63    | 0.04%             | 2030-10-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $798356.24    | 0.20%             | 2038-05-13      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| L'OREAL SA                             | L'Oreal SA                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $347123.69    | 0.09%             | 2036-01-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116713.37    | 0.03%             | 2033-12-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $350389.31    | 0.09%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                            | Walmart Inc                                                | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $349326.59    | 0.09%             | 2035-09-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $194090.11    | 0.05%             | 2035-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                   | E.ON International Finance BV                              | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $409251.65    | 0.10%             | 2037-10-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                   | Bank of America Corp                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $430543.60    | 0.11%             | 2028-07-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                   | Heathrow Funding Ltd                                       | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $433584.40    | 0.11%             | 2031-12-10      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                   | E.ON International Finance BV                              | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $145737.79    | 0.04%             | 2039-01-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                   | Heathrow Funding Ltd                                       | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $531028.41    | 0.13%             | 2041-05-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Walmart, Inc.                          | Walmart, Inc.                                              | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $380564.12    | 0.10%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    415000 | PA      | $552351.23    | 0.14%             | 2040-09-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                   | E.ON International Finance BV                              | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $482782.29    | 0.12%             | 2039-07-06      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                            | Walmart Inc                                                | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $430776.54    | 0.11%             | 2034-03-27      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                | Procter & Gamble Co/The                                    | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $242490.33    | 0.06%             | 2027-05-11      | Fixed         | 4.88%                 | 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      | $226881.00    | 0.06%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                              | Amgen Inc                                                  | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $398560.96    | 0.10%             | 2029-09-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                             | AT&T, Inc.                                                 | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $823837.39    | 0.21%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $335849.81    | 0.08%             | 2028-07-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SANOFI SA                              | Sanofi SA                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $461066.20    | 0.12%             | 2027-01-13      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                        | Citigroup, Inc.                                            | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113889.19    | 0.03%             | 2028-10-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $520358.03    | 0.13%             | 2027-02-02      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                            | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115879.98    | 0.03%             | 2027-06-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $346258.52    | 0.09%             | 2028-09-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.              | Goldman Sachs Group, Inc.                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    377000 | PA      | $435574.83    | 0.11%             | 2028-11-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $278690.92    | 0.07%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                   | Terna - Rete Elettrica Nazionale                           | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115610.67    | 0.03%             | 2027-07-26      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                             | Pfizer Inc                                                 | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90497.61     | 0.02%             | 2043-06-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $386640.48    | 0.10%             | 2029-07-25      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $428185.78    | 0.11%             | 2030-01-23      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                 | Wellcome Trust Ltd/The                                     | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $249776.21    | 0.06%             | 2118-02-07      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                              | Apple Inc                                                  | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    504000 | PA      | $518030.81    | 0.13%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU               | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $231447.51    | 0.06%             | 2028-01-12      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                        | Microsoft Corp.                                            | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $417684.89    | 0.10%             | 2028-12-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                | Yorkshire Water Finance PLC                                | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $174755.80    | 0.04%             | 2041-04-18      | Fixed         | 2.75%                 | Yes           |                  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        |    500000 | PA      | $539800.94    | 0.14%             | 2031-02-21      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                              | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $373181.39    | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $320560.16    | 0.08%             | 2030-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA            | Abertis Infraestructuras SA                                | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $463329.97    | 0.12%             | 2031-03-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS               | Abertis Infraestructuras SA                                | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $116959.24    | 0.03%             | 2027-09-27      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA          | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    333000 | PA      | $348942.96    | 0.09%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $113797.44    | 0.03%             | 2029-03-12      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $329804.48    | 0.08%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                         | BMW Finance NV                                             | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $397108.68    | 0.10%             | 2029-02-06      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                    | Deutsche Telekom AG                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $221372.76    | 0.06%             | 2031-03-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $904135.04    | 0.23%             | 2029-03-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                | Fidelity National Information Services Inc                 | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $578297.33    | 0.15%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                 | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $429053.92    | 0.11%             | 2029-11-12      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534179.80    | 0.13%             | 2031-07-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $230034.47    | 0.06%             | 2027-02-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                            | Netflix Inc                                                | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $240161.91    | 0.06%             | 2030-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94371.89     | 0.02%             | 2034-09-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $295044.92    | 0.07%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                | E.ON SE                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113400.54    | 0.03%             | 2027-09-29      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV   | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $219028.45    | 0.05%             | 2029-02-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB               | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $423629.39    | 0.11%             | 2030-02-18      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $563323.85    | 0.14%             | 2027-11-08      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210237.92    | 0.05%             | 2030-08-14      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $229804.74    | 0.06%             | 2028-05-05      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202883.93    | 0.05%             | 2032-01-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                               | Bayer AG                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $653615.15    | 0.16%             | 2029-01-12      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                               | Bayer AG                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $405918.31    | 0.10%             | 2031-07-12      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    500000 | PA      | $551241.03    | 0.14%             | 2028-11-02      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $230277.50    | 0.06%             | 2027-06-23      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC               | CCEP Finance Ireland DAC                                   | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $295334.53    | 0.07%             | 2033-05-06      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $573511.29    | 0.14%             | 2028-02-19      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659998.90    | 0.17%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                              | Airbus SE                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $454554.60    | 0.11%             | 2032-04-07      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $763836.98    | 0.19%             | 2032-04-08      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $774793.23    | 0.19%             | 2029-08-09      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $580585.91    | 0.15%             | 2027-04-08      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                | GlaxoSmithKline Capital PLC                                | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302703.58    | 0.08%             | 2035-05-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                              | Airbus SE                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195254.60    | 0.05%             | 2040-06-09      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                          | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $111827.23    | 0.03%             | 2029-07-05      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $616254.43    | 0.15%             | 2032-11-11      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                 | BP Capital Markets PLC                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $284798.36    | 0.07%             | 2032-04-07      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $512552.29    | 0.13%             | 2040-05-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                          | Citigroup Inc                                              | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $121414.70    | 0.03%             | 2033-09-22      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $87486.50     | 0.02%             | 2036-06-17      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $864446.66    | 0.22%             | 2030-02-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA               | Grand City Properties SA                                   | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $555914.76    | 0.14%             | 2028-01-11      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                           | DNB Bank ASA                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $241634.99    | 0.06%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                 | Sydney Airport Finance Co Pty Ltd                          | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $552343.48    | 0.14%             | 2033-05-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $438274.45    | 0.11%             | 2030-02-26      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                  | Cellnex Finance Co SA                                      | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $571780.50    | 0.14%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $227460.39    | 0.06%             | 2027-06-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SANOFI SA                              | Sanofi SA                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $334776.15    | 0.08%             | 2030-04-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                | Nestle Finance International Ltd                           | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $168373.30    | 0.04%             | 2030-04-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                 | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $556785.48    | 0.14%             | 2028-09-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $606477.28    | 0.15%             | 2028-07-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                               | Bayer AG                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $461265.89    | 0.12%             | 2027-01-06      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| EASYJET FINCO BV                       | easyJet FinCo BV                                           | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |    630000 | PA      | $727171.97    | 0.18%             | 2028-03-03      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                | Autostrade per l'Italia SpA                                | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $336587.00    | 0.08%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                | Schlumberger Finance BV                                    | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $434908.42    | 0.11%             | 2032-05-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $496883.23    | 0.12%             | 2031-01-13      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121795.90    | 0.03%             | 2030-01-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH               | Imperial Brands Finance Netherlands BV                     | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $633216.39    | 0.16%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                | Unibail-Rodamco-Westfield SE                               | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    300000 | PA      | $343918.59    | 0.09%             | 2027-05-04      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA               | Unipol Assicurazioni SpA                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $355702.10    | 0.09%             | 2030-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498160.86    | 0.12%             | 2033-02-17      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                       | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $211849.29    | 0.05%             | 2032-02-17      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| EDP FINANCE BV                         | EDP Finance BV                                             | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $340007.99    | 0.09%             | 2029-09-21      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                   | JPMorgan Chase & Co.                                       | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1082892.92   | 0.27%             | 2030-03-23      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB               | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $336835.56    | 0.08%             | 2029-02-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109609.08    | 0.03%             | 2029-01-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $667730.83    | 0.17%             | 2029-02-18      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $843196.22    | 0.21%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $222474.70    | 0.06%             | 2031-07-13      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $490112.30    | 0.12%             | 2033-05-19      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $754560.97    | 0.19%             | 2034-05-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group Inc/The                                | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223759.38    | 0.06%             | 2028-01-26      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                  | Bank of America Corp.                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470901.29    | 0.12%             | 2032-05-24      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $332720.74    | 0.08%             | 2029-09-14      | Fixed         | 0.67%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $418747.19    | 0.11%             | 2034-09-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    506000 | PA      | $719847.14    | 0.18%             | 2031-01-31      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                           | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207865.84    | 0.05%             | 2032-05-12      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $748663.25    | 0.19%             | 2029-05-20      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.              | Goldman Sachs Group, Inc.                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99528.53     | 0.02%             | 2033-03-18      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $606074.88    | 0.15%             | 2029-04-25      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                | Thermo Fisher Scientific Finance I BV                      | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $503295.93    | 0.13%             | 2041-10-18      | Fixed         | 1.63%                 | 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        |    450000 | PA      | $449047.78    | 0.11%             | 2033-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                           | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $777370.75    | 0.19%             | 2031-02-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                   | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $272563.31    | 0.07%             | 2029-05-28      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $367591.67    | 0.09%             | 2030-02-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                    | Credit Mutuel Arkea SA                                     | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $357225.61    | 0.09%             | 2027-09-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                 | American Honda Finance Corp                                | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165558.31    | 0.04%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| RWE AG                                 | RWE AG                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $349367.81    | 0.09%             | 2030-05-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $470111.28    | 0.12%             | 2028-07-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                | Telefonica Emisiones SA                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $227747.06    | 0.06%             | 2031-05-25      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank/The                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $599446.67    | 0.15%             | 2029-12-13      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                | E.ON SE                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $346685.28    | 0.09%             | 2044-03-25      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                    | JPMorgan Chase & Co                                        | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $237544.36    | 0.06%             | 2034-03-21      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                         | Morgan Stanley                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $344865.68    | 0.09%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                | E.ON SE                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $481340.99    | 0.12%             | 2035-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $482163.51    | 0.12%             | 2028-01-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID PLC                      | National Grid PLC                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $486020.53    | 0.12%             | 2035-01-16      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $409660.12    | 0.10%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.              | Goldman Sachs Group, Inc.                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $243789.58    | 0.06%             | 2029-09-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $233045.89    | 0.06%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS               | Medtronic Global Holdings SCA                              | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $293658.48    | 0.07%             | 2031-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                      | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $548745.69    | 0.14%             | 2032-09-16      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $241062.22    | 0.06%             | 2027-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                | Novo Nordisk Finance Netherlands BV                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $464709.70    | 0.12%             | 2037-05-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                | Shell International Finance BV                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $466361.09    | 0.12%             | 2027-01-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ITALGAS SPA                            | Italgas SpA                                                | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $533985.24    | 0.13%             | 2029-02-08      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT               | Siemens Financieringsmaatschappij NV                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $343102.45    | 0.09%             | 2037-02-22      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                 | Verizon Communications Inc                                 | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $396760.37    | 0.10%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                               | Visa Inc                                                   | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $407865.99    | 0.10%             | 2033-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA               | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $418574.82    | 0.10%             | 2027-02-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                 | Berkshire Hathaway Inc                                     | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598793.53    | 0.15%             | 2035-03-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                               | AT&T Inc                                                   | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104885.71    | 0.03%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                   | Booking Holdings Inc                                       | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $349654.07    | 0.09%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                       | Coca-Cola Co/The                                           | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231355.64    | 0.06%             | 2027-03-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                 | Credit Agricole SA/London                                  | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $584997.15    | 0.15%             | 2026-12-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                 | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $567884.30    | 0.14%             | 2028-05-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                    | Air Liquide Finance SA                                     | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $341027.74    | 0.09%             | 2028-06-13      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114205.72    | 0.03%             | 2028-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                 | TotalEnergies Capital International SA                     | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111946.76    | 0.03%             | 2029-10-04      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                      | Johnson & Johnson                                          | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203757.30    | 0.05%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $114924.96    | 0.03%             | 2027-09-27      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.              | Goldman Sachs Group, Inc.                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117421.39    | 0.03%             | 2031-02-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp.  | International Business Machines Corp.                      | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112941.59    | 0.03%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-16

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer