# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001741773-23-000805
**Filing Date:** 2023-3
**Character Count:** 138760
**Document Hash:** fd7e9ac777b523772c049e5bea274967
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001741773-23-000805.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001741773-23-000805

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JANUS INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000277751
- **IRS NUMBER:** 840592523
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 23691644

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JANUS FUND /MD/
- **DATE OF NAME CHANGE:** 19870701

## Series and Classes Contracts Data

### Janus Henderson Developed World Bond Fund (Series ID: S000057604)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000183913 | Class A      | HFAAX           |
| C000183914 | Class C      | HFACX           |
| C000183915 | Class D      | HFADX           |
| C000183916 | Class I      | HFAIX           |
| C000183917 | Class N      | HFARX           |
| C000183919 | Class S      | HFASX           |
| C000183920 | Class T      | HFATX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JANUS INVESTMENT FUND

- **b. Investment Company Act file number:** 811-01879

- **c. CIK number of Registrant:** 0000277751

- **d. LEI of Registrant:** W6UYDZFUOFJ4HQQ32382

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

  - **Street Address 1:** 151 DETROIT STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 3033333863

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

- **a. Name of Series:** Janus Henderson Developed World Bond Fund

- **b. EDGAR series identifier (if any):** S000057604

- **c. LEI of Series:** JBEKRA4YPCM7Q2GORI65

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1681725426.00

**Total Liabilities:** $56487999.00

**Net Assets:** $1625237427.00

**Cash Not Reported:** $22560544.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -122.94333 | **1-Year:** -118376.07187 | **5-Year:** -460423.81064 | **10-Year:** -256155.02043 | **30-Year:** -41317.05677

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

- **3-Month:** 0 | **1-Year:** -1457.09373 | **5-Year:** -42868.35277 | **10-Year:** -20391.47129 | **30-Year:** -698.02079

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183913 | -2.43%               | 3.52%                | -0.61%               |
| Class ID C000183914 | -2.40%               | 3.35%                | -0.56%               |
| Class ID C000183915 | -2.30%               | 3.40%                | -0.60%               |
| Class ID C000183916 | -2.42%               | 3.55%                | -0.59%               |
| Class ID C000183917 | -2.42%               | 3.42%                | -0.46%               |
| Class ID C000183919 | -2.44%               | 3.50%                | -0.63%               |
| Class ID C000183920 | -2.43%               | 3.51%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20530439.00            | $2627082.00                                |
| Month 2  | $-15826332.00            | $115070033.00                              |
| Month 3  | $-81610496.00            | $90919377.00                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global Aggregate - Credit Hedged in USD

- **Index Identifier:** LEHM.MC.LEHM003434UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                  | Royal Bank of Canada                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |     106579 | PA      | $106579.00    | 0.01%             | 2023-01-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Janus Capital Group Inc              | Janus Henderson Cash Liquidity Fund        | CUSIP: N/A<br>LEI: 8T2ZO87FU1KVPZIG9I59       | Long             | EC               | PF                | US        |   25726794 | NS      | $25731939.00  | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund | Janus Henderson Cash Collateral Fund       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |     426316 | NS      | $426316.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                         | Alphabet Inc                               | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    5947000 | PA      | $3475765.00   | 0.21%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                        | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6966623.00   | 0.43%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                        | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2896000 | PA      | $2627174.00   | 0.16%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR             | Anheuser-Busch InBev Worldwide Inc         | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3350001.00   | 0.21%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                  | Anthem Inc                                 | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2403145.00   | 0.15%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                | Athene Global Funding                      | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $4209389.00   | 0.26%             | 2031-10-04      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                            | BALL CORP                                  | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1675730.00   | 0.10%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                            | Ball Corp                                  | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    9266000 | PA      | $7395380.00   | 0.46%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                       | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1831224.00   | 0.11%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                    | Barclays Bank PLC                          | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    9780000 | PA      | $9082135.00   | 0.56%             | 2099-12-31      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | Centene Corp                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3876000 | PA      | $3177348.00   | 0.20%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | Centene Corp                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    7558000 | PA      | $5939076.00   | 0.36%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                     | Coca-Cola Co                               | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5330000 | PA      | $4557382.00   | 0.28%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC             | CrowdStrike Holdings Inc                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    5781000 | PA      | $4877805.00   | 0.30%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                     | Crown Castle International Corp            | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1749001.00   | 0.11%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                     | Crown Castle International Corp            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1849439.00   | 0.11%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                     | Crown Castle International Corp            | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2441481.00   | 0.15%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                     | Crown Castle International Corp            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4508000 | PA      | $3616461.00   | 0.22%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL International LLC / EMC Corp          | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9055000 | PA      | $9151257.00   | 0.56%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL International LLC / EMC Corp          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2040312.00   | 0.13%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                 | Keurig Dr Pepper Inc                       | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4762000 | PA      | $4565902.00   | 0.28%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ELANCO ANIMAL HEALTH INC             | Elanco Animal Health Inc                   | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2340715.00   | 0.14%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                          | Equinix Inc                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   15299000 | PA      | $13316575.00  | 0.82%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                           | Fiserv Inc                                 | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $986505.00    | 0.06%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC               | GEHC 5.55 11/15/24 144A                    | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   18844000 | PA      | $18930149.00  | 1.17%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                          | Gartner Inc                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    4237000 | PA      | $3652156.00   | 0.23%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| HCA INC                              | HCA Inc                                    | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2847000 | PA      | $2830643.00   | 0.17%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                    | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9202000 | PA      | $9190859.00   | 0.57%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1565868.00   | 0.10%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                    | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4267766.00   | 0.26%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | Intercontinental Exchange Inc              | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    7797000 | PA      | $5874537.00   | 0.36%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                            | IQVIA Inc                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    5207000 | PA      | $4963833.00   | 0.30%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                        | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3602121.00   | 0.22%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                 | Keurig Dr Pepper Inc                       | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     929000 | PA      | $809573.00    | 0.05%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                  | KIMBERLY-CLARK CORP                        | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1737000 | PA      | $1562536.00   | 0.10%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                    | Levi Strauss & Co                          | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6349520.00   | 0.39%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| MSCI INC                             | MSCI Inc                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $1764717.00   | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                             | MSCI Inc                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    2483000 | PA      | $2063994.00   | 0.13%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                       | Microsoft Corp                             | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   25197000 | PA      | $16580860.00  | 1.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                  | NESTLE HOLDINGS INC                        | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   13745000 | PA      | $12224711.00  | 0.75%             | 2038-09-24      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                          | Netflix Inc                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6182533.00   | 0.38%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                          | Netflix Inc                                | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     962000 | PA      | $897160.00    | 0.06%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP                          | NVIDIA Corp                                | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1627000 | PA      | $1545481.00   | 0.10%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                          | NVIDIA Corp                                | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5189484.00   | 0.32%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3467000 | PA      | $3186599.00   | 0.20%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $5490759.00   | 0.34%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9685000 | PA      | $6520588.00   | 0.40%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11858000 | PA      | $12123444.00  | 0.75%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PepsiCo Inc                                | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2376802.00   | 0.15%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                 | Booking Holdings Inc                       | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1040087.00   | 0.06%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                       | salesforce.com Inc                         | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $2160026.00   | 0.13%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                       | salesforce.com Inc                         | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    6764000 | PA      | $5392705.00   | 0.33%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                    | Service Corp International/US              | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    6882000 | PA      | $6428132.00   | 0.40%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                    | Service Corp International/US              | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1869424.00   | 0.12%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                    | Service Corp International/US              | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    9803000 | PA      | $7968926.00   | 0.49%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                    | Service Corp International/US              | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    6752000 | PA      | $5686709.00   | 0.35%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                  | Sirius XM Radio Inc                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $1946704.00   | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                  | Sirius XM Radio Inc                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2808000 | PA      | $2443802.00   | 0.15%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                           | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     933000 | PA      | $907145.00    | 0.06%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                           | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9136200.00   | 0.56%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9017000 | PA      | $8167732.00   | 0.50%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6822307.00   | 0.42%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                           | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1518676.00   | 0.09%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36281500 | PA      | $33435670.00  | 2.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                           | VMware Inc                                 | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    4698000 | PA      | $4384550.00   | 0.27%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                           | VMware Inc                                 | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4020506.00   | 0.25%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                           | VMware Inc                                 | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    7315000 | PA      | $6804523.00   | 0.42%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                           | VMware Inc                                 | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    5602000 | PA      | $5212642.00   | 0.32%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                           | VMware Inc                                 | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $1957116.00   | 0.12%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                          | Workday Inc                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4369548.00   | 0.27%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | Zoetis Inc                                 | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2327218.00   | 0.14%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | Zoetis Inc                                 | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4547000 | PA      | $3690045.00   | 0.23%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | Zoetis Inc                                 | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   15256000 | PA      | $15560780.00  | 0.96%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                  | CUSIP: AT4969925<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   46294000 | PA      | $25093826.00  | 1.54%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                  | CUSIP: BK4676338<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   55500000 | PA      | $34435705.00  | 2.12%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                  | CUSIP: BK4676346<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   12500000 | PA      | $4930892.00   | 0.30%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                  | CUSIP: ZO1145564<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   80000000 | PA      | $42252839.00  | 2.60%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                  | CUSIP: ZO5418629<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   32870000 | PA      | $19981366.00  | 1.23%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                  | CUSIP: BP0261415<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |  134179000 | PA      | $74349750.00  | 4.58%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                  | Kreditanstalt fuer Wiederaufbau            | CUSIP: JK3363674<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   30000000 | PA      | $19730084.00  | 1.21%             | 2026-09-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KFW                                  | Kreditanstalt fuer Wiederaufbau            | CUSIP: AO9500825<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   13660000 | PA      | $8744716.00   | 0.54%             | 2028-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND AU                | Cooperatieve Rabobank UA/Australia         | CUSIP: QJ6543905<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1326843.00   | 0.08%             | 2026-05-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                     | Coca-Cola Co                               | CUSIP: LW2813225<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $3338854.00   | 0.20%             | 2024-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | Goldman Sachs Group Inc                    | CUSIP: AN2891280<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $3524968.00   | 0.22%             | 2024-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications Inc                 | CUSIP: AO6240268<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $3908277.00   | 0.24%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR             | Anheuser-Busch InBev Worldwide Inc         | CUSIP: AO8492636<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $1856215.00   | 0.11%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | Lloyds Banking Group PLC                   | CUSIP: AQ0234890<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2190000 | PA      | $1349469.00   | 0.08%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | Lloyds Banking Group PLC                   | CUSIP: AR5029533<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4400000 | PA      | $2882115.00   | 0.18%             | 2025-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications Inc                 | CUSIP: ZQ3478752<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $1751164.00   | 0.11%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications Inc                 | CUSIP: BO5788902<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $1978880.00   | 0.12%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                  | CUSIP: EJ3938531<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   97000000 | PA      | $63919453.00  | 3.93%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/             | Anheuser-Busch InBev SA/NV                 | CUSIP: EK1485649<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |   13389000 | PA      | $13995684.00  | 0.86%             | 2026-03-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | Apple Inc                                  | CUSIP: 037833CY4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $3625157.00   | 0.22%             | 2024-08-19      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                  | Canadian Government Bond                   | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   26599000 | PA      | $17916503.00  | 1.10%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                  | Canadian Government Bond                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  100000000 | PA      | $64068548.00  | 3.94%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                          | Swiss Confederation Government Bond        | CUSIP: EK9112641<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |   47000000 | PA      | $47188020.00  | 2.90%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                          | Swiss Confederation Government Bond        | CUSIP: AZ0978330<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |   27856000 | PA      | $25054610.00  | 1.54%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                     | Federal Republic of Germany Bond           | CUSIP: BQ3124923<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   82000000 | PA      | $79915596.00  | 4.92%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                               | SAP SE                                     | CUSIP: EK6022843<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |    1127000 | PA      | $1138215.00   | 0.07%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                            | Orange SA                                  | CUSIP: AQ6886040<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    5500000 | PA      | $5044092.00   | 0.31%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                            | Orange SA                                  | CUSIP: AW5684831<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $2701341.00   | 0.17%             | 2024-07-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                          | BNP Paribas SA                             | CUSIP: ZP3184121<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7600000 | PA      | $7693459.00   | 0.47%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY              | Nationwide Building Society                | CUSIP: EJ9656046<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     850000 | PA      | $1275175.00   | 0.08%             | 2099-12-31      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                  | United Kingdom Gilt                        | CUSIP: AM7816755<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   60000000 | PA      | $65330336.00  | 4.02%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                 | Japan Government Five Year Bond            | CUSIP: BX8102440<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2500000000 | PA      | $18874028.00  | 1.16%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT               | Kingdom of the Netherlands Government Bond | CUSIP: BU4903631<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   29367912 | PA      | $25401459.00  | 1.56%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                | CUSIP: JK5970583<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   33000000 | PA      | $19969864.00  | 1.23%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                | CUSIP: AR6702898<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   20000000 | PA      | $11667037.00  | 0.72%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                | CUSIP: BN7879297<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   60000000 | PA      | $33169369.00  | 2.04%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                | CUSIP: ZR6098787<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   33000000 | PA      | $16665990.00  | 1.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                   | Kingdom of Sweden Government Bond          | CUSIP: EK0417692<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   47205000 | PA      | $4496241.00   | 0.28%             | 2025-05-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                   | Kingdom of Sweden Government Bond          | CUSIP: EK9145948<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  351425000 | PA      | $31688668.00  | 1.95%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                   | Kingdom of Sweden Government Bond          | CUSIP: BH0661356<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  400000000 | PA      | $31816985.00  | 1.96%             | 2031-05-12      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                           | Allianz SE                                 | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   13600000 | PA      | $10108339.00  | 0.62%             | 2099-12-31      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD                          | Bacardi Ltd                                | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    3873000 | PA      | $3757986.00   | 0.23%             | 2025-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD                          | Bacardi Ltd                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    4806000 | PA      | $4587063.00   | 0.28%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                         | Barclays PLC                               | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     246000 | PA      | $239234.00    | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                         | Barclays PLC                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   14860000 | PA      | $15391916.00  | 0.95%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                      | Cellnex Finance Co SA                      | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    3385000 | PA      | $2315340.00   | 0.14%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA             | Cooperatieve Rabobank UA                   | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4022000 | PA      | $3776420.00   | 0.23%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN             | Deutsche Telekom International Finance BV  | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   10600000 | PA      | $10166110.00  | 0.63%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                   | Diageo Capital PLC                         | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4584516.00   | 0.28%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                   | Diageo Capital PLC                         | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1709000 | PA      | $1403745.00   | 0.09%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                 | Experian Finance PLC                       | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $6088716.00   | 0.38%             | 2029-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                 | EXPERIAN FINANCE PLC                       | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    7341000 | PA      | $6071243.00   | 0.37%             | 2030-03-08      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HEINEKEN NV                          | Heineken NV                                | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    2320000 | PA      | $2190978.00   | 0.14%             | 2028-01-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| LSEGA FINANCING PLC                  | LSEGA Financing PLC                        | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4381392.00   | 0.27%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | Lloyds Banking Group PLC                   | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5510000 | PA      | $3573038.00   | 0.22%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | Lloyds Banking Group PLC                   | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7338253.00   | 0.45%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY              | Nationwide Building Society                | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5203000 | PA      | $4731839.00   | 0.29%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                    | Natwest Group PLC                          | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   13530000 | PA      | $14079319.00  | 0.87%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS             | Santander UK Group Holdings PLC            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   11438000 | PA      | $11585792.00  | 0.71%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| TESCO PLC                            | Tesco PLC                                  | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    2001000 | PA      | $1919139.00   | 0.12%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                         | UBS Group AG                               | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   14975000 | PA      | $14717822.00  | 0.91%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                          | Walmart Inc                                | CUSIP: EH9746197<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $9889884.00   | 0.61%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCOTTISH WIDOWS LTD                  | Scottish Widows Ltd                        | CUSIP: EJ6141406<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $3026555.00   | 0.19%             | 2023-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCOTTISH WIDOWS LTD                  | Scottish Widows Ltd                        | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     612000 | PA      | $768550.00    | 0.05%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                               | AXA SA                                     | CUSIP: EK0158544<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     724000 | PA      | $819334.00    | 0.05%             | 2054-01-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SKY LTD                              | Sky Ltd                                    | CUSIP: EK4808748<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    4025000 | PA      | $4138256.00   | 0.26%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                  | Phoenix Group Holdings PLC                 | CUSIP: EK7102099<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |    2412000 | PA      | $2906201.00   | 0.18%             | 2025-12-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN             | Deutsche Telekom International Finance BV  | CUSIP: JK4460990<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2710509.00   | 0.17%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                      | ASML Holding NV                            | CUSIP: LW7273961<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |    5846000 | PA      | $5878136.00   | 0.36%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                            | Orange SA                                  | CUSIP: LW0018488<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $4147445.00   | 0.26%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                            | Sodexo SA                                  | CUSIP: QZ8301249<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |     380000 | PA      | $363764.00    | 0.02%             | 2027-04-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                     | BUPA Finance PLC                           | CUSIP: AL5006872<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |    8200000 | PA      | $9416352.00   | 0.58%             | 2026-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                    | Compass Group PLC                          | CUSIP: AO0102241<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |    5100000 | PA      | $5190554.00   | 0.32%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                  | Kimberly-Clark Corp                        | CUSIP: 494368BX0<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    7353000 | PA      | $7536998.00   | 0.46%             | 2024-09-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                   | Diageo Finance PLC                         | CUSIP: AP9989082<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |    7335000 | PA      | $7552070.00   | 0.47%             | 2024-06-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                           | Fiserv Inc                                 | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1566880.00   | 0.10%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                 | Experian Finance PLC                       | CUSIP: AT1836986<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $4038364.00   | 0.25%             | 2024-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ABBOTT IRELAND FINANCING             | Abbott Ireland Financing DAC               | CUSIP: AU5397669<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |    2650000 | PA      | $2657533.00   | 0.16%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PepsiCo Inc                                | CUSIP: AX6137837<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4482083.00   | 0.28%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                   | Diageo Finance PLC                         | CUSIP: ZS0905571<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $7206248.00   | 0.44%             | 2026-10-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                          | Netflix Inc                                | CUSIP: ZS2938422<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1316824.00   | 0.08%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                         | Unilever PLC                               | CUSIP: ZS9904013<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |    2350000 | PA      | $2566179.00   | 0.16%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN             | Virgin Media Secured Finance PLC           | CUSIP: BK1202039<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2303986.00   | 0.14%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SODEXO SA                            | Sodexo SA                                  | CUSIP: AZ2077289<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |    6400000 | PA      | $6518355.00   | 0.40%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                          | Netflix Inc                                | CUSIP: ZQ2339088<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2630319.00   | 0.16%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC               | Berkshire Hathaway Inc                     | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4395299.00   | 0.27%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD              | Nestle Finance International Ltd           | CUSIP: BH2918085<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $9460035.00   | 0.58%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                 | EXPERIAN FINANCE PLC                       | CUSIP: BH4732088<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     830000 | PA      | $876656.00    | 0.05%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV             | Tesco Corporate Treasury Services          | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $3174008.00   | 0.20%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                            | Sodexo SA                                  | CUSIP: BH9906372<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |    5300000 | PA      | $4813350.00   | 0.30%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                | Legal & General Group PLC                  | CUSIP: BJ1181970<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |     920000 | PA      | $960141.00    | 0.06%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                            | Aviva PLC                                  | CUSIP: BJ7363341<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    2320000 | PA      | $2145491.00   | 0.13%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                     | BUPA Finance PLC                           | CUSIP: BK1442528<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |   10300000 | PA      | $9727197.00   | 0.60%             | 2035-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                   | Cellnex Telecom SA                         | CUSIP: BK0950067<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    8800000 | PA      | $7670614.00   | 0.47%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                  | Avantor Funding Inc                        | CUSIP: BK4246017<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2324956.00   | 0.14%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                  | Avantor Funding Inc                        | CUSIP: BK4245605<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4512282.00   | 0.28%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO/THE                     | Coca-Cola Co                               | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7797157.00   | 0.48%             | 2033-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                  | Novartis Finance SA                        | CUSIP: ZO5119995<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $8847996.00   | 0.54%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | Lloyds Banking Group PLC                   | CUSIP: BM7422231<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8508000 | PA      | $7624930.00   | 0.47%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING             | Digital Intrepid Holdings BV               | CUSIP: BN3334347<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              | CORP              | NL        |    4710000 | PA      | $3447346.00   | 0.21%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | Comcast Corp                               | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1326935.00   | 0.08%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                     | BUPA Finance PLC                           | CUSIP: BR4400437<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |    6475000 | PA      | $5288754.00   | 0.33%             | 2099-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PepsiCo Inc                                | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   13434000 | PA      | $10862802.00  | 0.67%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL              | Novo Nordisk Finance Netherlands BV        | CUSIP: BV5134838<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    7786000 | PA      | $7868217.00   | 0.48%             | 2025-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                 | Booking Holdings Inc                       | CUSIP: ZN1795113<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   10358000 | PA      | $11180037.00  | 0.69%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS             | Santander UK Group Holdings PLC            | CUSIP: ZN2466441<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4660000 | PA      | $5708442.00   | 0.35%             | 2027-11-16      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                             | CUSIP: ZN4079093<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $5687401.00   | 0.35%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY              | Nationwide Building Society                | CUSIP: ZN6603916<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    6670000 | PA      | $8079234.00   | 0.50%             | 2027-12-07      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                           | CUSIP: 3132DNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4561795 | PA      | $4197398.00   | 0.26%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                           | CUSIP: 3132DNUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2059596 | PA      | $1963452.00   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                            | CUSIP: 3140QQFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2308958 | PA      | $2257002.00   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                            | CUSIP: 3140X7TX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9094225 | PA      | $8068967.00   | 0.50%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                            | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000605 | PA      | $1838110.00   | 0.11%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                            | CUSIP: 3140XJF24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2380771 | PA      | $2174442.00   | 0.13%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                            | CUSIP: 3140XJHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2493754 | PA      | $2212762.00   | 0.14%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC             | Tesco Property Finance 3 PLC               | CUSIP: EI3117419<br>LEI: 213800HCQGDQGFP75D78 | Long             | ABS-O            | CORP              | GB        |    3710810 | PA      | $4177037.00   | 0.26%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-8915891.00  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-9370287.00  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell NZD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3521799.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4157456.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CAD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-695870.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CHF / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1648707.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell SEK / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1841842.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $846455.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9630.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell NZD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2294628.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell SEK / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-682775.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4365.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7955.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-20794.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1696413.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $6248.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2661266.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1260.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy CAD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $175667.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3168978.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3099.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-682842.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-7257.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy NZD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $29833.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3200891.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $14583.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1937744.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-22939.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy NZD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $19179.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $783361.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $86186.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-717850.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy CHF                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $388452.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-43531.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $15572.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-908370.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2137520.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-73841.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $34692.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-627405.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $25962.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-21834.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-40246.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-23045.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-19686.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-7594.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-333.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3615.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1240.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-15927.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $5836.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $14922.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-204520.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1687928.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4592189.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $106908.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $95012.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-30401.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-25591.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-36832.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-9378.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-13459.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4802.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-10719.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4757.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy CHF                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1417577.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $621428.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-42880.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy NZD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1368477.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-319162.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CAD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $51993.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell JPY / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1865450.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CHF / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1399019.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-6292887.00  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-6629940.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3444333.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell NZD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2279026.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell SEK / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-978331.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-157508.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $25168.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $31708.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-294470.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $28513.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7814.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8999.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $115210.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1330.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy SEK                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-21673.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy SEK                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2182.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-98880.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-806.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy CAD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-110150.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-83471.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-85425.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $6157.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4817.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy NZD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7192.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-7499.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $5500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $5140.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $6138.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2345.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7105.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3688.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2977.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3354.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $39380.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-92.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-39.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-263719.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4235.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-43.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $177.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2929.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $13856.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-10119.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3813.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-89358.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $46986.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-421.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $237758.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-73700.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3581.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $63.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-32382.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $29584.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-25.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2586.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-31506.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CHF / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-83053.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3845.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy CAD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2967.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-25510.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-183640.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-155462.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $45812.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $295454.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-80980.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy CHF                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $44393.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CHF / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-394877.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3489.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $19727.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4209.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2426.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CAD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-27082.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-24578.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-12386.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-49.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7702.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-110787.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1757867.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1170641.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CHF / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-420403.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $490862.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell NZD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $32313.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell CAD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-289154.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell SEK / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $192172.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-384113.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $25097.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4895.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-80424.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $199.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4487.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-6644.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell GBP / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7526.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-503845.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1305.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $591.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1495.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $40919.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-406.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-5068.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $510799.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3138.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-8557.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-114.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell EUR / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3989.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-961.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-12799.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9828.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy GBP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-138.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-21527.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1383.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-8683.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy EUR                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $54283.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1805.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy NZD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $40858.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy AUD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $152700.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell USD / Buy SEK                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $41665.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sell AUD / Buy USD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-10691.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | US 5YR NOTE (CBT) Mar23                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       2712 | NC      | $-1238840.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10YR NOTE (CBT)Mar23                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       3835 | NC      | $-3415547.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10yr Ultra Fut Mar23                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        733 | NC      | $-590297.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AUST 10Y BOND FUT Mar23                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1256 | NC      | $-5750542.00  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | BYPCLON SUBORDINATE                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2800000 | OU      | $104376.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | BYPCLON SUBORDINATE                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2800000 | OU      | $104376.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-14

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

**Title:** VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER